NASDAQ OMX & Amazon Web Services Jeff Kimsey Julia Sears October 19, 2009
Our Challenges <ul><li>To develop an innovative product that had multiple barriers to entry: High infrastructure, developm...
The Solution: Amazon S3 <ul><li>Significant, unlimited capacity </li></ul><ul><li>Scalable in small increments </li></ul><...
Result: NASDAQ Market Replay <ul><li>Extremely powerful replay and analysis tool to view the consolidated order book and t...
NASDAQ Market Replay
Best Practices of Architecting in AWS <ul><li>NASDAQ OMX created a solution based on a few principles: </li></ul><ul><ul><...
CQS Data NASDAQ Data European Data 10 GB  of European Data a day 30GB  of US Data a day Over  5,000 users   of the  profes...
Other Uses? <ul><li>Uses include an overall analysis of our core engine, market data and front-end client facing areas. </...
Contact Information <ul><li>Jeff Kimsey   Associate Vice President, Product Management  [email_address] </li></ul><ul><li>...
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AWS Customer Presentation - NASDAQ OMX

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Customer Presentation by NASDAQ OMX at the AWS Cloud for the Enterprise Event in NYC on October 19, 2009

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  • AWS Customer Presentation - NASDAQ OMX

    1. 1. NASDAQ OMX & Amazon Web Services Jeff Kimsey Julia Sears October 19, 2009
    2. 2. Our Challenges <ul><li>To develop an innovative product that had multiple barriers to entry: High infrastructure, development and budgetary costs </li></ul><ul><ul><li>Huge amounts of data must be accessible very quickly </li></ul></ul><ul><ul><li>Most of the data will never be touched, but must be available </li></ul></ul><ul><ul><li>The solution must be fast, comprehensive and affordable </li></ul></ul>
    3. 3. The Solution: Amazon S3 <ul><li>Significant, unlimited capacity </li></ul><ul><li>Scalable in small increments </li></ul><ul><ul><li>Scale up and down on demand, without lag </li></ul></ul><ul><li>Reasonable Price </li></ul><ul><ul><li>Predictable costs </li></ul></ul><ul><ul><li>No need to build expensive server facilities or disaster recovery infrastructure </li></ul></ul>
    4. 4. Result: NASDAQ Market Replay <ul><li>Extremely powerful replay and analysis tool to view the consolidated order book and trade data for NASDAQ, NYSE and AMEX-listed securities at any point in time. </li></ul><ul><li>Instant access to historical stock price information </li></ul><ul><ul><li>A customer is able to download particular pieces of data on-demand, optimizing performance to their desktop application. </li></ul></ul><ul><li>Amazon S3 cloud stores millions of data files: </li></ul><ul><ul><li>Average of 500,000 text files uploaded on a nightly basis </li></ul></ul><ul><ul><li>Over 11 terabytes of data stored to-date as of August. </li></ul></ul>
    5. 5. NASDAQ Market Replay
    6. 6. Best Practices of Architecting in AWS <ul><li>NASDAQ OMX created a solution based on a few principles: </li></ul><ul><ul><ul><li>Keep it Simple – Leveraged a simple solution </li></ul></ul></ul><ul><ul><ul><li>Data Division by Logical “Chunks” (Number of Buckets can be limited) </li></ul></ul></ul><ul><ul><ul><ul><li>500K files </li></ul></ul></ul></ul><ul><ul><ul><ul><li>40GB daily </li></ul></ul></ul></ul><ul><ul><ul><ul><li>10 min buckets </li></ul></ul></ul></ul><ul><ul><ul><ul><li>Up to 1 million messages a second calculated </li></ul></ul></ul></ul><ul><ul><ul><li>Organized file structure (Issue, Day, Time) </li></ul></ul></ul><ul><ul><ul><ul><li>Naming structure/convention to support indexing and future growth </li></ul></ul></ul></ul><ul><li>Challenges </li></ul><ul><ul><li>Large quantity of Data and distributed processing over multiple servers </li></ul></ul><ul><ul><li>Tracking tools </li></ul></ul><ul><ul><ul><li>Additional ability to track and navigate 500K daily files </li></ul></ul></ul><ul><ul><ul><li>Looking forward to future with more libraries and tools to manage content </li></ul></ul></ul>
    7. 7. CQS Data NASDAQ Data European Data 10 GB of European Data a day 30GB of US Data a day Over 5,000 users of the professional desktop AIR Client Over 500 users of the recently launched web-based client
    8. 8. Other Uses? <ul><li>Uses include an overall analysis of our core engine, market data and front-end client facing areas. </li></ul><ul><li>NASDAQ OMX runs technology for over 70+ exchanges globally in various markets. </li></ul>
    9. 9. Contact Information <ul><li>Jeff Kimsey Associate Vice President, Product Management [email_address] </li></ul><ul><li>Julia Sears Associate Vice President, Global Application Services [email_address] </li></ul><ul><li>www.data.nasdaq.com </li></ul><ul><li>www.nasdaqomx.com </li></ul>

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