Next Generation Trade Surveillance System Using In-Memory Computing Technologies

Next Generation Trade Surveillance System Using In-Memory Computing Technologies

June 20, 03:50pm
Matterhorn 2

There has been a growing trend to adopt In-Memory computing technologies to address the following scenarios:

  • Real-time insights into business
  • Supporting business growth specially in banking & capital market
  • Digital paradigm such as IoT, machine learning, streaming analytics

This is an abstract of work done in designing a trade surveillance system for a large stock exchange demanding a throughput of 1M messages per sec with low latency. The requirements included processing of streaming data, alert calculations & In-Memory data store for online reporting. The talk will take your through a detailed evaluation of various solution options to address above requirement. Findings of Apache Ignite will be discussed in detail which is the core component of our solution. This includes design considerations, optimization, and performance benchmarks.

Tata Consultancy Services Ltd.
Nishant Agrawal
Nishant is working as a Scientist at Performance Engineering Research Centre, TCS Research, Mumbai. Having 14+ years of industry experience in system software design & development in the area of High Performance Computing (HPC), Big Data, In-Memory Computing and Low Latency Enterprise messaging. His forte is in low level system performance analysis, review, tuning and optimization of applications using various parallel computing architectures & technologies. Currently leading multiple research projects on parallelization and optimization of applications from multiple domains with a primary focus to digitize important end user requirements using Big Data & In-Memory Computing. He is also focusing on various scientific computation models optimization from different domains/areas like computational finance, drug development, molecular dynamics, computational fluid dynamics, ocean modelling & weather prediction models in HPC.Recently Nishant has been selected in Top 10 scientist list from India for “BRICS Young Scientists Conclave 2016”.