Market Data: Applying SRE Techniques to Legacy Designs

Tuesday, 25 October, 2022 - 15:1015:30 CEST

George Brighton, Goldman Sachs


Market Data is the lifeblood of financial applications. Real-time ticker plants must distribute billions of updates per day quickly and robustly, with latency tightly correlated with business performance. Vendor products, rather than in-house software, are employed to handle this task. Due to the criticality of the platform and associated risk aversion, ticker plants evolve slowly, and are behind on modern operational techniques. This talk will convey Goldman Sachs’ key lessons learned while implementing a ticker plant in a cloud environment, including how we increased the number of failure domains, and the techniques we found most useful when overlaying observability.

George Brighton, Goldman Sachs

George Brighton is a Vice President at Goldman Sachs, where he leads the Market Data SRE team. A Prometheus and OTel committer, he is responsible for uplifting observability and navigating towards operational excellence. Besides his day job, George is a volunteer instructor for Code First: Girls, a social enterprise aiming to encourage more women into technology.

@conference {284605,
author = {George Brighton},
title = {Market Data: Applying {SRE} Techniques to Legacy Designs},
year = {2022},
address = {Amsterdam},
publisher = {USENIX Association},
month = oct

Presentation Video