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ISE and Hanweck Team for PhD Historical Tick Data

The International Securities Exchange, in partnership with Hanweck Associates, has launched the ISE Premium Hosted Database, a hosted database of historical tick data with full OPRA coverage –  quotes and trades from all U.S. options exchanges – plus U.S. equities level one data, pre-computed implied volatilities and Greeks, full corporate action histories, and ISE Open/Close…

Google Releases BigQuery Analytics

Following about six months in beta, Google has released BigQuery, a cloud-based analytics service that it claims can run SQL-like queries on billions of rows of data “at Google speed.”  The service is being pitched at enterprises looking to run ad-hoc queries on datasets, and leverages Google’s massively parallel cloud infrastructure to acheive its high…

Q&A: OneMarketData’s Louis Lovas on Deep Data

OneMarketData has been building technology to process big data since way before the term even existed.  Its customers actually need to process “deep data” – reliable and accurate data instances down to a granular level, stored over long periods of time.  We spoke to OMD’s director of solutions Louis Lovas about deep data, and what…

BlackRock Taps Panopticon for “Big Data Challenge”

Investment manager BlackRock is tapping Panopticon for its suite of information visualisation products, including its Developer SDK for Java and .NET, the Panopticon EX enterprise application and the Panopticon Rapid Development Kit.  The tools will allow BlackRock to deploy Panopticon Treemap, Heatmap and other interactive data visualisation tools to support its internal operations and in…

Increasing Trade Performance: A Quest for Lower Latency, or Simply Improved Monitoring?

Performance.  We all grow up assessed for it.  But in today’s trading environment, how can organisations balance increased regulatory requirements and maximise the efficiency of their core trading functions? Less operational resources means firms are challenged with creating more sophisticated business logic that differentiates them from the competition in the never ending quest for lower…

Market Data Capacity: 2011 Review and 2012 Outlook

So, 2011 is now well behind us and we are already in the year of the Dragon. So it is high time to look back to assess the past and to look into the capacity planning crystal ball. It is impossible to know the future of course but we can learn from the careful examination…

Q&A: Art Novikov on the Sweet Spot of High Performance Market Data Processing

Building systems for low-latency market data integration with trading systems requires a rare combination of technology skills and financial markets understanding. IntelligentTradingTechnology.com talked to Art Novikov, founder of Trading Physics, which leverages that combination for its customers – whether they be vendors or market participants. Q: First off, can you explain what Trading Physics does,…

A Tale of Two Benchmarks – for STAC-M3 and kdb+

This week saw the publication of two “M3” benchmarks conducted by STAC, covering time-series management solutions. And while both relate to Kx Systems’ kdb+ database (apparently to date the only database to have published M3 benchmarks), comparing them would be an apples to oranges exercise. STAC-M3 is focused on solutions that manage large amounts of…

India Wins Shine Light on McObject’s eXtremeDB

In-memory database vendor McObject is new to me, though recent Indian customer press releases – here and here – piqued my interest. It seems the company has been around for a good few years, has around 300 customers, including a few in the financial markets, and has built some interesting technology, called eXtremeDB. The secret…

Q&A: SpryWare’s Daniel May on Boosting Ticker Plant Performance

Chicago-based SpryWare recently announced its ticker plant can process 10 million messages per second. IntelligentTradingTechnology.com talked to the company’s co-founder Daniel May about the market data explosion, how SpryWare is responding, and trends for 2011. Q: The latest capacity test on your MIS ticker plant show that it can process 10 million messages per second….