Rai Technology Technology Overview October 2009 About Rai Founded - PowerPoint PPT Presentation

Rai Technology Technology Overview October 2009

About Rai ● Founded 2003 in San Francisco, California. ● Offices in USA, UK and Japan. ● 20+ customers including many top tier financial institutions around the globe. ● Profitable & stable. ● Support our customers in all time zones 365 x 24 x7.

Our Technologies ● Middleware Monitoring: ● Rai Insight ● Market Data Distribution Service: ● Rai Cache ● Rai ICE ● Rai API

Middleware Monitoring Rai Insight: ● Network pcap capture. ● Decodes TIBCO Rendezvous, ciServer and 29West LBM packets. ● Continuous real-time monitoring. ● Rich UI with real time graphs and statistics. ● Round trip latency analysis. ● Incident analysis. ● Usage statistics. ● Alerting capability. ● Reporting. ●

Market Data Distribution ● Rai Cache ● Rai ICE ● Rai API

Generic Market Data System Asynchronous Subscribing Message Flow Publishing API Service API Service Consumer Consumer Pub & Sub Market Data API Service Service Provider Consumer Publishing API Service Subscribing Subscribing Subscribing Consumer API API API Service Service Service Network Protocol Consumer Consumer Consumer

Vendor Lock-in Service Service Service Consumer Consumer Consumer Vendor A API Vendor B API Vendor C API Vendor A Vendor B Vendor C Protocol Protocol Protocol Vendor A Vendor B Vendor C Service Provider Service Provider Service Provider

Rai Market Data Distribution System Service Service Service Consumer 1 Consumer 2 Consumer 3 Vendor A API Vendor B API Vendor C API Vendor B Protocol Vendor A Vendor C Protocol Protocol Subscribing Subscribing RAI Multi Protocol Service RAI RAI Service API API Service Service Market Data Consumer 4 API API Consumer 5 Consumer Consumer Delivery System RAI API Embedded RAI Open Consumer 7 Protocol RAI API Service Consumer 6 Any Future RAI API Future API Protocol Service Service Consumer 8 Consumer 9

Use Case: TIB Replacement Legacy RAI Drop-in Deployment Replacement KEY App App App App Legacy TIBCO CI ciServer, the ciRV ciRV predecessor to RVD QForms CI CI RVD RVD Legacy TIBCO over SASS Information Cache, a TIC last value cache service. CI RVD TIBCO Rendezvous RVD TIC RAI Cache Daemon. An application written RVD App RVD against one of the TIBMsg, legacy TIBCO APIs QForms or Marketfeed over SASS2 The core component RAI Cache RVD RVD RVD RVD or SASS3 of RAIs multi-protocol market data system. App App App App Bridge legacy ciRV ciServer clients to Rendezvous

Use Case: High Low Speed Bridge Wombat Wombat Algo Algo KEY FH FH Engine Engine Wombat Wombat Feed Handler. High FH bandwidth, low latency Algorithm trading engine Wombat over 29West LBM Algo consuming Wombat market Engine service and contributed calculated data. W ombat RAI Cache protocol for Protocol Wombat handling Wombat market Protocol RAI data system. Cache Store RAI Cache internal Internal Store message store. Modules SASS3 ICE Protocol RAI Cache Intelligent ICE Conflation Engine. SASS3 RAI Cache protocol for Lower RMDS Protocol SASS3 over RV . bandwidth, not highly latency Non latency sensitive sensitive. GUI GUI GUI GUI GUI consumers of SASS3 market data system.

Use Case: Low Latency Solution KEY Embedded Embedded FH FH Feed handler developed on RAI RAI API RAI API RAI API Embedded API, built and deployed as a Embedded API/Proto FH embedded service within the RAI RAI Cache. Cache Proces Store RAI API interface RAI API s Implementation of RAI API for CAPR Protocol Embedded communicating with in-process RMDA TX API/Proto instance of RAI Cache. CAPR Cache Protocol, service Protocol provider side. Infiniband RMDA RMDA over Infiniband transport Network TX implementation API implementation. CAPR API Cache Protocol, service RMDA TX RMDA TX consumer side . End User CAPR API CAPR API Processes Market data subscriber RAI API RAI API Low developed on RAI API, built Low Latency Low Latency Latency Subscriber Subscriber and deployed as standalone Subscriber application.

Rai MDDS Components Rai Cache: Rai API: ● ● Protocol neutral/extensible. Protocol neutral/extensible. ● ● Access all Rai Cache services. Subscription Management. ● ● C++, Java & C# Last Value Cache. ● ● Rai ICE ● Full image and delta updates. ● Intelligent Conflation Engine. Dictionary download services. ● ● Each outgoing channel in the Cache can Conflation. ● ● set its conflation parameters Delayed Data. independently. ● Alternatively, can be deployed a separate Optimized file based backing store. ● ● process to the Cache. Fault tolerance. ● Can configure limit as messages and/or ● Arbitrary horizontal scaling. bytes per second. ● HTTP administration. ●

Rai Cache Architecture RAI Cache Subject: String name logical data channel. ● Standard dotted notation. Services Protocols Subscription Sources Service Consumers Message: A buffer of data packed according to ● some scheme. Service: Internal client of in-memory store. Broadcast Sources ● Generally used to build ancilliary services, such as In-Memory the backing store. Store Interactive Sources Protocol: Internal client of in-memory and ● SubjectMessage implementation of server side of a specific market A.A.A 0x___ data service protocol. A.A.B 0x___ … … … … Source: In or out channels covering some ● Z.Z.Z 0x___ configurable root subject. Broadcast: Incoming broadcast data. ● Subscription: Handles client subscriptions. ● Interactive: Like a broadcast source but receives ● notifications of subscription start/stops.

Services and Protocols ● Protocols: ● Services: ● SASS over CI ● Store ● SASS2/3 over RV ● Delay ● Wombat MAMA ● Admin ● Reuters RFA 5.x & SSL ● Cache Protocol (CAPR)

Rai Protocols ● Cache Protocol ● Embedded “Protocol”: (CAPR) ● Cache client and ● Rai designed cache in same process space. transport and payload agnostic protocol. ● Cache client uses ● Rai Cache supports RaiAPI dynamic loading of ● RaiAPI transports and implementation message formats. communicates directly ● Full specification with in-process Cache. openly published.

Rai API ● Mostly pure interface, some abstract classes. ● Runtime implementation required for each specific market data service protocol. Currently implementations for: ● All classic TIB protocols. ● The Cache Protocol. ● Embedded Protocol.

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