Poster: Real-Time Processing of Geo-Distributed Financial Data

Antonios Kontaxakis, Antonios Deligiannakis, Holger Arndt, Stefan Burkard, Claus-Peter Kettner, Elke Pelikan, Kathleen Noack. - Proceedings of 15th ACM International Conference on Distributed and Event-Based Systems (DEBS 2021) - Milan, Italy, 2021.


Enabling real-time processing of financial data streams is extremely challenging, especially considering that typical operations that interest investors often require combining data across (a potentially quadratic number of) different pairs of stocks. In this paper we present the architecture and the components of our system for the real-time processing of geo-distributed financial data at scale. Our system can scale to larger resources and utilizes a Synopses Data Engine in order to efficiently handle complex cross-stock queries, such as the ones required to detect systemic risk or to help forecast the value of some stock. The rich set of supported operations is depicted at the Visual Analytics component of our system.

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This project has received funding from the European Union Horizon 2020 research and innovation programme under grant agreement No 825070.

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