Keeping a lending trading system up to date
- Task
- The trading system had to be current at all times — with the calculations as well as with the portfolio data from the leading system. Both change throughout the day.
- Solution
- During the day, changes go out as soon as they occur. The nightly run checks the whole portfolio — but even there, only what has actually changed is delivered.
The easy way would have been to push the complete portfolio across every night. That would have put needless load on the trading system — and during the day people would have worked with last night’s data. Reliably detecting what has really changed takes more effort to build: it keeps the data current and the target system free.