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Market Montage Solution Supports 200,000 Updates per Second with SQL Server 2005

Source: Microsoft
Date: January 2008
Type: Research/Analyst Report
Rating: (0)

Overview: When Citi's Lava Technology team needed to create a compliance solution for the US Securities and Exchange Commission's Regulation NMS (requiring dealers to use best-available pricing when executing securities orders), it thought it would need a Cray supercomputer or other specialized solution. This is because terabytes of data are required to recreate market conditions at the point of an order execution at any point in time. After doing a "bake-off" competitive testing with other solutions, the company determined that the Microsoft Application Platform, including Microsoft SQL Server 2005, provided the best performance and lowest total cost of ownership. The solution supports peak loads that exceed 200,000 messages per second.


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