AWS Customer Presentation - NASDAQ OMX

NASDAQ OMX & Amazon Web Services Jeff Kimsey Julia Sears October 19, 2009

Our Challenges
To develop an innovative product that had multiple barriers to entry: High infrastructure, development and budgetary costs
Huge amounts of data must be accessible very quickly
Most of the data will never be touched, but must be available
The solution must be fast, comprehensive and affordable

The Solution: Amazon S3
Significant, unlimited capacity
Scalable in small increments
Scale up and down on demand, without lag
Reasonable Price
Predictable costs
No need to build expensive server facilities or disaster recovery infrastructure

Result: NASDAQ Market Replay
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.
Instant access to historical stock price information
A customer is able to download particular pieces of data on-demand, optimizing performance to their desktop application.
Amazon S3 cloud stores millions of data files:
Average of 500,000 text files uploaded on a nightly basis
Over 11 terabytes of data stored to-date as of August.

NASDAQ Market Replay

Best Practices of Architecting in AWS
NASDAQ OMX created a solution based on a few principles:
Keep it Simple – Leveraged a simple solution
Data Division by Logical “Chunks” (Number of Buckets can be limited)
500K files
40GB daily
10 min buckets
Up to 1 million messages a second calculated
Organized file structure (Issue, Day, Time)
Naming structure/convention to support indexing and future growth
Challenges
Large quantity of Data and distributed processing over multiple servers
Tracking tools
Additional ability to track and navigate 500K daily files
Looking forward to future with more libraries and tools to manage content

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

Other Uses?
Uses include an overall analysis of our core engine, market data and front-end client facing areas.
NASDAQ OMX runs technology for over 70+ exchanges globally in various markets.

Contact Information
Jeff Kimsey Associate Vice President, Product Management [email_address]
Julia Sears Associate Vice President, Global Application Services [email_address]
www.data.nasdaq.com
www.nasdaqomx.com

AWS Customer Presentation - NASDAQ OMX

by Amazon Web Services on Oct 28, 2009

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