The thesis analyses the processes within a brokerage firm and based on this analysis describes the design and implementation of a solution, that allows user to monitor the electronic trading infrastructure at real-time. The monitoring system provides a detailed overview of live orders and currently realized transactions on various stock exchanges, allows searching and filtering data, as well as automatic creation and distribution of reports and protocols with information about message latencies. The system design takes into account a large amounts of data, reaching approximately million messages per day and hundreds of messages per second at peak times.
Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:297886 |
Date | January 2011 |
Creators | Poštulka, Petr |
Contributors | Kopecký, Michal, Žemlička, Michal |
Source Sets | Czech ETDs |
Language | English |
Detected Language | English |
Type | info:eu-repo/semantics/masterThesis |
Rights | info:eu-repo/semantics/restrictedAccess |
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