Citi: Streams in Space and Time

Presented by

Cory Prowse, Global Engineering Lead and Manager for Citi Investment Strategies

About this talk

In this session you’ll learn how Citigroup architected a Market Data System (Scala, Java, TypeScript) storing billions of data points within Couchbase, scaling up to over a thousand concurrent connections within an Agile DevOps environment. Challenge: Manage billions of data points on a timeline of around 20 years Support queries that return within milliseconds that are either single data point in time, a sequential block of time, or “walk” the timeline in a pattern Provide real-time calculations and enrichment during queries Deliver response times less than 100ms Can scale up to high number of concurrent queries Technical solution/architecture: Reactive Streams technology that integrates with Couchbase NoSQL reactive technologies JSON-specific optimizations
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At Couchbase, we believe data is at the heart of the enterprise. We empower developers and architects to build, deploy, and run their most mission-critical applications. Couchbase delivers a high-performance, flexible and scalable modern database that runs across the data center and any cloud. Many of the world’s largest enterprises rely on Couchbase to power the core applications their businesses depend on.