Will Microsoft SQL Server StreamInsight or KDB resolve my comple event processing aka CEP needs in my new customer high speed automated trading system?
From my Youtube messaging friend:
BTW, the CEO of KX Systems (KDB) is critiquing non- database integrated CEP systems here.
So, basically, the only capable CEP platforms are kdb, onetick and deltix.
Confirms what the london quant has been saying, you can post this if you want.
I could see how SQLServer with Streaminsight could come into play for risk management for an FPGA system. Take the market data and the fix messages into the database and use CEP to parse them and reconcile the data to create position risk/size estimates and real-time P&L and order transaction visualization with panopticon. QuickFix can connect to SQLServer, and so can panopticon. Banzai can manually submit orders.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!