RAPStore Database

RAP – The Trading Edition captures real-time data flow in both the cache database and the repository, and maintains a cached-copy and a disk-based copy; the repository stores the union of the historical and intraday data as one complete time series.

The RAPStore database supports multiuser and multiapplication workloads by scaling in multiprocessor, clustered configurations.

RAP supports different applications, such as pre- and posttrade analyses, quantitative modeling, and scenario-based backtesting against a shared database. It distributes the query workload across the cache and the repository based on the time-criticality of the data access requirements of each application.

RAP has been designed for high performance and concurrent retrievals by a large user population. The next-generation automated trading infrastructure in institutional trading and prime brokerage firms is characterized by a limited number of inbound data streams (that represent market data delivery channels) and a high number of concurrent reader processes that access indexed columns to retrieve large data sets for analysis. The architecture of RAP meets these requirements.