Streams in space and time - Technology at Citi Investment Strategies.

Presented by

Andy Steed, Big Data LDN, Corey Prowse, Citi

About this talk

Join Corey Prowse from Citigroup and discover how Citi architected a Market Data System (Scala, Java, TypeScript) storing billions of data points , 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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