Sunday, September 9, 2007

batch jobs in financial trading system

According to a friend in investment banking technology, ALL trading systems need batch jobs to complement online applications. I think MQ applications are a third type. Typical batch:

* save in DB historical volume/day-high/day-low/day-open/day-close ... -- "open" information open to the public

* save in DB all market players' trades. That's my own terminology referring to "our own" hedge funds, other firms' hedge funds, other firms' traders... Our own traders' activities are probably captured during transaction -- no batch required.

* We (the brokerage) may also have large institutional clients whose data need to be recorded in DB. Such data may need batch processing if it is not recorded automatically.

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