Delivered
OPRA data capture and storage
One of the industry's most demanding time-series workloads: 500GB+ captured per trading day, available within 90 minutes of session close.
Challenge
Capture, process, and monetize one of the highest-velocity datasets in capital markets — the OPRA options feed — without ballooning infrastructure cost.
Solution
A kdb+ realtime and historical store with hot/cold zoning by access frequency, pre-session processing, and advance index creation. The design supports on-the-fly statistics and dynamic inputs while holding total cost of ownership down. A flexible migration API and knowledge transfer throughout kept the client's team in control.
Outcome
Delivered in 18 months with the first users migrated at six. Analytics that were previously impossible are now routine, and the platform is future-proofed against continued data-volume growth.
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