Deutsche Börse Wins Award For Best Real-Time Data Warehouse

Deutsche Börse’s StatistiX data warehouse has been awarded “best real time data warehouse” by The Data Warehousing Institute (TDWI). US-based TDWI ranked StatistiX as the most powerful, innovative and technologically superior real-time data warehouse solution. Deutsche Börse won the award for its successful implementation of a real-time “information factory”, serving both external and internal users. Deutsche Börse was the only financial services provider to receive an award for its data warehouse this year.

The StatistiX data warehouse currently aggregates information from 18 data sources, formats and disseminates this data to more than 1,800 customers worldwide. For customers, this data forms the basis for trading, liquidity, performance and lifecycle calculations and give valuable insight into market structure of financial markets and trading behavior. StatistiX delivers data in right-time (strategically timed by day and hour) via Internet, E-Mail, FTP (File Transfer Protocol) or via so-called InfoCubes. InfoCubes are based on a software application and allow customers to perform individualized data base queries and comprehensive analysis on securities trading activities.

The data warehouse covers five areas:

Cash and derivatives markets: StatistiX contains all trade, order and quote activity data of the pan-European trading platform Xetra, the world’s largest derivatives exchange Eurex and the fully electronic US futures and options exchange Eurex US, the seven German floor exchanges, the Irish exchange ISE, the Finnish exchange HEX and the over-the-counter (OTC) bond trading platform Eurex Bonds.
Indices: StatistiX manages and reports index compositions, adjustments and concatenations for index calculation of 209 equity indices, 1.469 bond indices, 9 volatility indices and 41 iNAVs (Net Asset Values).
Fixed income markets. StatistiX provides statistics on index ticks, quotes, and bond metrics to calculate marketable prices for instruments.
Reference Data: StatistiX provides instrument information of 300.000 active and 250.000 terminated instruments with a lifecycle described in 2.8 million state entries.
Clearing and Settlement: StatistiX contains information on the delivery and settlement of traded instruments including OTC data.

The StatistiX data warehouse provides external and internal users worldwide with statistical information on financial markets. It networks and manages historical and topical information e.g. price and trading data, orders and quotes, clearing and settlement data and reference data on instruments, listings and trading members. StatistiX covers the entire process chain: from data collection, formatting and transformation to storage, product development and dissemination. The data warehouse currently draws on 18 data sources and processes up to 1.000 messages per second in real-time from Deutsche Börse’s Consolidated Exchange Feed CEF. Roughly 3.5 gigabyte is added daily to StatistiX, equivalent to more than 160 million processed result rows per day.

TDWI has held its Best Practices competitions annually since 1997. The prestigious awards are designed to identify and honor companies that have demonstrated best practices in developing, deploying, and maintaining business intelligence and data warehousing applications. TDWI awarded 11 companies for outstanding achievements in data warehousing; Deutsche Börse received the award for best real time data warehouse.