Beyond 40 Gbps: Processing OPRA in Real Time скачать в хорошем качестве

Beyond 40 Gbps: Processing OPRA in Real Time

Renan Gemignani, Director of Engineering at Databento, opened Quant Night London with a deep dive into how we scale real-time OPRA options data—handling over 200 billion quote updates per day across 96 inbound channels. From lossless capture to channel sharding and serving gapless live data, this talk breaks down the performance engineering behind one of the most demanding datasets in the market. Quant Night London was co-hosted by Databento, Man Group, Thalesians, and ArcticDB. Chapters: 0:25 – What is Databento 1:30 – What is OPRA 2:16 – The problem: Size of OPRA 3:33 – OPRA bursts 4:29 – OPRA message rate trend 5:25 – Achieving lossless capture 8:50 – Channel sharding 10:06 – Pre and post rebalancing 11:14 – Serving gapless live data 12:33 – Reducing I/O, processing NBBO 13:51 – Avoid blocking the critical path 16:08 – Databento coverage 16:41 – Q&A Connect with us: Website: https://databento.com/ LinkedIn:   / databento   Twitter:   / databentohq   Instagram:   / databento