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Optiver: From Instant to Eternity: Challenges in Data Engineering

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  • UserZuotian Tatum - Optiver Engineer
  • ClockMonday 25 January 2021, 13:05-13:55
  • HouseOnline.

If you have a question about this talk, please contact Ben Karniely.

As a leading market maker, Optiver operates globally in a highly competitive and rapidly changing environment. Our infrastructure is a combination of vastly distributed systems, high-performance computing on one hand; and high-throughput dataflows, huge storage, and data analysis on the other.

Zuotian gives an overview of the data engineering involved in capturing network data with nanosecond precision timestamps, where we dive below nanoseconds to answer crucial business questions, and the challenges of running such a system in real-time.

This talk is part of the Computer Laboratory Tech Talks series.

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