The document discusses how FINRA utilizes cloud technologies and data visualization techniques to enhance market surveillance and analysis. Key points include scaling challenges, interactive data access, visual analysis methods, and the fundamental importance of visual representation in interpreting complex data. It emphasizes the need for effective visualization to identify patterns, outliers, and relationships in large datasets.

1. Jaipaul Agonus & Daniel Monteiro, FINRA Technology
SCALING VISUALIZATION
FOR BIG DATA AND ANALYTICS
IN THE CLOUD

2. 1
Investor
Protection
Market
Integrity

3. 2
Brokers
12
Firms
3,800 634,000
Markets/
Exchanges
Events on average
each day
37 billion

4. 3
of storageevents per day
25+pb 100s
of nodes and
edges
of surveillance
programs
trillions100 billion
5000+
running instances
150+
applications
Up to

5. Session Takeaways
• How FINRA Leverages AWS Infrastructure
• Scaling Techniques for Cloud Resources
• Data Visualization Principles
• Challenges and Strategies in Big Data Visualization
• Data Visualization in Market Surveillance
4

8. 7
Surveillance Analyst Needs
Interactive Data Access
• Drill down into data by using
hierarchical datasets models
• Export datasets to excel using
custom formatting.
Visual Analysis
• Highlight interesting events and
outliers
• Support for contextual visualization
Review and Feedback
• Workflow for reviewing datasets
• Support for adding feedback “tags”
and comments on datasets

13. Visual display of data plays a
fundamental role in articulating ideas
and knowledge.
The ability to “see” the data can enhance
and transform our perception of it.
Scaling data visualization is not only
about displaying more pixels, but the
right ones, in the right context.
“15000 Galaxies In One Image.”
Image credit: NASA, esa, p. oesch of the university of Geneva, and M. Montes of the
university of New South Wales.
12

14. 13
Anaximander ( ~500 BC)
John Mansley Robinson,
An Introduction to Early Greek Philosophy,
Houghton and Mifflin, 1968.
Mercator (1570)
Atlas of Europe, British Library
Google maps (2019)
google.com
“A map does not just chart, it unlocks and formulates meaning; it forms bridges between here
and there, between disparate ideas that we did not know were previously connected.”
Reif Larsen, The Selected Works of T.S. Spivet

15. 14
“And what is the use of a book,” thought Alice, “without pictures or conversations?”
Alice in Wonderland
Insights through visually apparent patterns and trends
Problem
• Question
• Theory
• Goal
Model
• Algorithms
• Experimentation
• Validation
Data
• Collect
• Explore
• Prepare
Results
• Decisions
• Reports
• Communication

16. 15
Size
Y
XZ
Variable Values
A 1, 2, 3, 4
B Low, High, Medium
C 2018-03-27
2018-03-28
2018-03-29
1 2 3 4
Position
Shape
Color
Size
“It seems that perfection is attained not when there is nothing more to add,
but when there is nothing more to remove..”
Antoine de Saint Exupéry, Terre des Hommes (1939)
Visual Elements
Visual encoding is the process
of transforming data into a
visual element to be displayed
in any kind of visualization.
Data

17. Events are
positioned
according to
their original
time sequence.
Shape size reflects the event relative volume
Groups (Firms, Symbols, Other Classifiers) are
displayed in different colors.
Event volume
can also be
indicated by its
position.

18. 17
“The First Rule of Data Visualization is that
”
“The Second Rule of Data Visualization is
that you stay true to the data”

19. “If you don't know where you want to go, then it doesn't matter which path you take.”
The Cheshire Cat, Alice in Wonderland
18
Purpose
• Theory
• Question
• Story
• Exploratory vs Explanatory
Emphasis on Data
• Events over Time
• Relationships
• Patterns
Form follows Functions
• Simplicity
• Meaning
• Context

20. 19
We look across market data where we
can see hot spots and outliers.
Interesting events can be visualized with
additional details and context.
Exploratory
• Patterns
• Trends
• Outliers
Explanatory
• Specific Violations
• Surveillance Oriented
• Context

21. 20
Firms
3,700
Brokers
634,000
12
Markets/
Exchanges
events per
day
100 billion
Up to
Production
&
Experimentation
Perception
&
Interaction
Volume
&
Dimensionality
Scalable
Blueprints
Filtering
Sampling
Aggregation
Data Prep
Navigation
On boarding
"The problem is not the problem.
The problem is your attitude about the problem.“
Jack Sparrow, Pirates of the Caribbean

22. 21

23. 22
Parallel Coordinates
Multi-dimensional
Distribution and concentration of
features
Feature selection and order
Raw and scaled values
Feature distribution “shapes”
Parallel coordinates chart
http://www.math.tau.ac.il/~aiisreal/

24. 23
Horizon Graphs
Time series
comparison
Small multiples
Space efficient
Patterns over time
Hot Spot detection
Horizon graph
panopticon.com

25. 24
Multi-dimensional
Network and Relationships
Added elements for visual
encoding
* Experimental in SuRF
Hive plot
hiveplot.com

26. 25
Multiple contexts
Space efficient
Incremental display
* Experimental in SuRF
https://www.usgs.gov/media/images/gis-data-layers-visualization

27. Q
A
26