Year: 2019
Type: conference-paper
Abstract: Financial markets are event- and data-driven to an extremely high degree. For making decisions and triggering actions stakeholders require notifications about significant events and reliable background information that meet their individual requirements in terms of timeliness, accuracy, and completeness. As one of Europe's leading providers of financial data and regulatory solutions vwd: processes an average of 18 billion event notifications from 500+ data sources for 30 million symbols per day. Our large-scale distributed event-based systems handle daily peak rates of 1+ million event notifications per second and additional load generated by singular pivotal events with global impact.
Authors: Sebastian Frischbier, Mario Paic, Alexander Echler, Christian Roth
Language: English
Subfield: Computer Networks and Communications
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2953204874