英文标题：
《Managing the Complexity of Processing Financial Data at Scale -- an
Experience Report》
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作者：
Sebastian Frischbier, Mario Paic, Alexander Echler, Christian Roth
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最新提交年份：
2019
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英文摘要：
Financial markets are extremely data-driven and regulated. Participants rely on notifications about significant events and background information that meet their requirements regarding timeliness, accuracy, and completeness. As one of Europe\'s leading providers of financial data and regulatory solutions vwd processes a daily average of 18 billion notifications from 500+ data sources for 30 million symbols. Our large-scale geo-distributed systems handle daily peak rates of 1+ million notifications/sec. In this paper we give practical insights about the different types of complexity we face regarding the data we process, the systems we operate, and the regulatory constraints we must comply with. We describe the volume, variety, velocity, and veracity of the data we process, the infrastructure we operate, and the architecture we apply. We illustrate the load patterns created by trading and how the markets\' attention to the Brexit vote and similar events stressed our systems.
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中文摘要：
金融市场是高度数据驱动和监管的。参与者依赖于有关重大事件的通知和背景信息，以满足他们在及时性、准确性和完整性方面的要求。作为欧洲领先的金融数据和监管解决方案提供商之一，大众汽车每天平均处理来自500多个数据源的180亿条通知，涉及3000万个符号。我们的大型地理分布系统每天处理100多万条通知/秒的峰值速率。在本文中，我们就我们处理的数据、我们操作的系统以及我们必须遵守的监管约束所面临的不同类型的复杂性提供了实际见解。我们描述了我们处理的数据的数量、种类、速度和准确性、我们操作的基础设施以及我们应用的体系结构。我们举例说明了交易产生的负荷模式，以及市场对脱欧投票和类似事件的关注如何给我们的系统带来压力。
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分类信息：

一级分类：Computer Science 计算机科学
二级分类：Databases 数据库
分类描述：Covers database management, datamining, and data processing. Roughly includes material in ACM Subject Classes E.2, E.5, H.0, H.2, and J.1.
涵盖数据库管理、数据挖掘和数据处理。大致包括ACM学科类E.2、E.5、H.0、H.2和J.1中的材料。
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一级分类：Computer Science 计算机科学
二级分类：Distributed, Parallel, and Cluster Computing 分布式、并行和集群计算
分类描述：Covers fault-tolerance, distributed algorithms, stabilility, parallel computation, and cluster computing. Roughly includes material in ACM Subject Classes C.1.2, C.1.4, C.2.4, D.1.3, D.4.5, D.4.7, E.1.
包括容错、分布式算法、稳定性、并行计算和集群计算。大致包括ACM学科类C.1.2、C.1.4、C.2.4、D.1.3、D.4.5、D.4.7、E.1中的材料。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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