4 infrastructure features@Millennium

 swing trader station + OMS on the server-side + smart order router over low-latency connectivity layer

* gemfire distributed cache. why not DB? latency too high.
* tibrv is the primary MOM
* between internal systems — FIX based protocol over tibrv, just like Lehman equities. Compare to protobuf object serialization
* there’s more advanced math in risk system; but the highest latency requirements are on the eq front office systems.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s