The Sybase Risk Analytics Platform (RAP) is a software infrastructure based on existing Sybase products that captures, stores, and manages real-time market data.
By integrating high volume data feeds with deep historical data in a common data model and data management platform, Sybase Risk Analytics delivers query results in a time frame required for near real-time trading decisions.
Installing and configuring Risk Analytics Platform involves working with two types of data, two types of databases, and two types of loading processes.
Two types of data:
real-time TAQ (Trades and Quotes) data
historical end-of-day trading data
Two types of databases:
RAP in-memory cache for TAQ data
RAP repository for historical data
Two types of loading:
an automated loading process monitors input of TAQ data and loads this data in parallel to the RAP cache and the RAP repository
an end-of-day process loads historical data into the RAP repository
This book describes how to configure Risk Analytics Platform. There are four major tasks:
Set up the RAP in-memory cache database
Set up the RAP repository database
Set up and run the load process for the TAQ data
Set up and load the sample data
Accessing the data using queries and customizing the RAP cache and repository databases are discussed in the Risk Analytics User’s Guide.
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