Q999: database tables that are the biggest or busiest
A: see blog on Currency Tables and SymbolSourceMapping tables to compute safe crosses.
A999 from ZJW and Piroz
- Trade table,
- Order table --limit orders are pending and have a lifetime. Also, London traders often need to hand over overnight orders to NY, either mandatory stop-loss-orders or unfilled customer orders.
- A family of RFQ tables like my bidans/bidstreet/bidreq tables.
- IncomingQuote table is (according to ZJW) the biggest and busiest, but there's probably a separate table for each quote source.
- OutgoingQuote table ??
- ClientPosition table has a primary key on (ClientAcct, Currency)
- TraderPosition table is the mos interesting. Even though there could be a small number of trader accounts, I was told it's unlikely that system maintains a separate table for each account. Primary key would be (TraderAcct, Currency). In cash trading, most positions are flat i.e. closed out quickly, so there should be relatively few rows in this table. However, if base currency is USD, then a particular trader's JPY row would get a lot of concurrent updates. Since this row represents real inventory, all updates must follow strict ACID transaction rule. Possibly a bottleneck just like in bond trading.
Q: Any reference data tables
CurrencyPairDescription
CounterPartyAccount
ClientAccount
TraderAccount
FeedSource ??
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