About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

MemSQL Ships Distributed In-Memory Database

Subscribe to our newsletter

Following up on its unveiling in June of last year, San Francisco-based MemSQL has released a distributed version of its eponymous in-memory database, aimed at introducing big data scalability to the low latency performance provided by the initial release.

With its distributed version, MemSQL is providing in-memory performance, with access via the common SQL database access language. The company says the offering is already in use for applications, such as operational analytics, network security, real-time recommendations, and risk management.

MemSQL scales out across commodity hardware, and has already been deployed in production use across hundreds of nodes, with sub-second response times on terabytes of data. Data redundancy and security is provided by duplication across nodes, by checkpoints to physical disk, and across data centres.

The company has worked with Morgan Stanley to create a real-time bond data application that is used by 25,000 financial advisors nationwide. MemSQL allows the development team to balance high-velocity data streaming into the system with a large number of concurrent queries. With MemSQL, Morgan Stanley has been able to manage big data workloads, accelerate development and reduce total cost of ownership by scaling on commodity hardware.

Also new is MemSQL Watch, a browser-based interface for software and hardware monitoring, and system configuration.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

UK Equity Consolidated Tape and EU MiFIR – Two Data Regimes, One Control Problem

The UK’s proposed equity consolidated tape is framed as a response to long-standing fragmentation in equity market data. By aggregating post-trade information and an attributed best bid and offer across trading venues, the tape is intended to provide a single, standardised view of UK equity trading. At the same time, transaction reporting under the Markets...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Connecting to Today’s Fast Markets

At the same time, the growth of high frequency and event-driven trading techniques is spurring demand for direct feed services sourced from exchanges and other trading venues, including alternative trading systems and multilateral trading facilities. Handling these high-speed data feeds its presenting market data managers and their infrastructure teams with a challenge: how to manage...