Roman Elizarov, CTO at Devexperts gave a talk at FinDEVr Silicon Valley 2016 conference.
The presentation covered the innovations connected with the market data management infrastructure:
- How domain-specific compression reduces storage requirements by several orders of magnitude versus general-purpose data compression employed by out-of-the box storage and database implementations.
- Full-market data replay is enabled by domain-specific data storage layout that optimizes data storage for the typical data access patterns.
- Savings in storage translate to reduced retrieval times, to reduced compute resources for data processing, and ultimately to reduced costs across the board.