article

Free access

High contention in a stock trading database: a case study

Authors:

Peter Peinl,

Andreas Reuter,

Harald SammerAuthors Info & Claims

ACM SIGMOD Record, Volume 17, Issue 3

Pages 260 - 268

https://doi.org/10.1145/971701.50234

Published: 01 June 1988 Publication History

PDF eReader

Abstract

Though in general, current database systems adequately support application development and operation for online transaction processing (OLTP), increasing complexity of applications and throughput requirements reveal a number of weaknesses with respect to the data model and implementation techniques used. By presenting the experiences gained from a case study of a large, high volume stock trading system, representative for a broad class of OLTP applications, it is shown, that this particularly holds for dealing with high frequency access to a small number of data elements (hot spots). As a result, we propose extended data types and several novel mechanisms, which are easy to use and highly increase the expressional power of transaction oriented programming, that effectively cope with hot spots. Moreover, their usefulness and their ability to increased parallelism is exemplified by the stock trading application.

References

[1]

Date, C An Introduction to Database Systems, AddtsonoWesley.

Digital Library

Google Scholar

[2]

Gray, J: The Transaction Concept Virtues and Limitations, in. Pr~dmgs 7th VLDB Conference, Cannes, 1981, pp 144-154

Google Scholar

[3]

Gawhck, D" Processing 'Hot Spots' m H~gh Performance Systems, in: Proceedings Spring COM- PCON 85, San Francisco, pp. 249-251

Google Scholar

[4]

Sammer, H.: Online Stock Tradmg Systems Study of an application, in: Proceedings Spring COM- PCON 87, San Francisco, pp 161-163

Google Scholar

[5]

Anon et al A Measure of Transaction Processing Power, m" Datamatton, April 1985.

Digital Library

Google Scholar

[6]

Kung, H, Robinson, J : On opttmlstm Methods for Concurrency Control, in ACM TODS, Vol 6, No 2, June 1981, pp. 213-226

Digital Library

Google Scholar

[7]

Reuter, A Concurrency on High-Traffic Data Elements, in" Proceedings PODS Conference, Los Angeles, 1982

Digital Library

Google Scholar

[8]

ONefl, P The Escrow Transaction Method, m TODS, Vol 11, No 4, December 1986, pp 405- 430.

Digital Library

Google Scholar

[9]

Chung, L, Rlos-Zertuche, D, Ntxon, B, Mylopoulos, J" Process Management and Assetnon Enforcement for a Semantic Data Model, Department of Computer Science, Umvers~ty of Toronto (submitted for pubhcat~on)

Google Scholar

[10]

Duppel, N, Reuter, A, Schmle, G, Zeller, H Progress Report No. 2 of PROSPECT, Reserach Report, Department of Computer Science, Umverslty of Stuttgart, 1987

Google Scholar

[11]

Gray, J., McJones, P, Blasgen, M, Lmdsay, B, Lone, R, Price, T, Putz~lu, F, Tralger, I The Recovery Manager of the System R Database manager, Computing Surveys, Voi 13, No 2, June 1981, pp 223-242

Digital Library

Google Scholar

Cited By

View all

(2018)Semantics-Based Transaction Processing for Real-Time DatabasesINFORMS Journal on Computing10.5555/2700659.270066711:3(299-315)Online publication date: 30-Dec-2018
https://dl.acm.org/doi/10.5555/2700659.2700667
(2018)Semantics-Based Transaction Processing for Real-Time DatabasesINFORMS Journal on Computing10.5555/2700175.270018311:3(299-315)Online publication date: 30-Dec-2018
https://dl.acm.org/doi/10.5555/2700175.2700183
Lei ASun PRao WMin HSu GDong Z(2016)Finding database contention hotspots under large-scale workloads - A big data approach2016 IEEE International Conference on Big Data Analysis (ICBDA)10.1109/ICBDA.2016.7509799(1-5)Online publication date: Mar-2016
https://doi.org/10.1109/ICBDA.2016.7509799
Show More Cited By

Index Terms

High contention in a stock trading database: a case study

Recommendations

High contention in a stock trading database: a case study
SIGMOD '88: Proceedings of the 1988 ACM SIGMOD international conference on Management of data

Though in general, current database systems adequately support application development and operation for online transaction processing (OLTP), increasing complexity of applications and throughput requirements reveal a number of weaknesses with respect ...
The Statistical Analysis of Stock Prices and Trading Volumes for the Chinese Stock Markets
CCCM '08: Proceedings of the 2008 ISECS International Colloquium on Computing, Communication, Control, and Management - Volume 03

In this paper, the fluctuations of stock prices and trade volumes are investigated by the method of Zipf plot, where Zipf plot technique is frequently used in physics science. In the first part of the present paper, the data of stocks prices and trade ...
Clustering High-frequency Stock Data for Trading Volatility Analysis
ICMLA '10: Proceedings of the 2010 Ninth International Conference on Machine Learning and Applications

This paper proposes a Realized Trading Volatility (RTV) model for dynamically monitoring anomalous volatility in stock trading. Specifically, the RTV model first extracts the sequences for price volatility, volume volatility, and realized trading ...

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

ACM SIGMOD Record Volume 17, Issue 3

June 1988

431 pages

ISSN:0163-5808

DOI:10.1145/971701

Issue’s Table of Contents

SIGMOD '88: Proceedings of the 1988 ACM SIGMOD international conference on Management of data
June 1988
443 pages
ISBN:0897912683
DOI:10.1145/50202
Editors:
Haran Boral,
Per-Ake Larson

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 June 1988

Published in SIGMOD Volume 17, Issue 3

Check for updates

Qualifiers

Article

Contributors

Other Metrics

View Article Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

24
Total Citations
View Citations
966
Total Downloads

Downloads (Last 12 months)198
Downloads (Last 6 weeks)72

Reflects downloads up to 14 Dec 2024

Other Metrics

View Author Metrics

Citations

Cited By

View all

(2018)Semantics-Based Transaction Processing for Real-Time DatabasesINFORMS Journal on Computing10.5555/2700659.270066711:3(299-315)Online publication date: 30-Dec-2018
https://dl.acm.org/doi/10.5555/2700659.2700667
(2018)Semantics-Based Transaction Processing for Real-Time DatabasesINFORMS Journal on Computing10.5555/2700175.270018311:3(299-315)Online publication date: 30-Dec-2018
https://dl.acm.org/doi/10.5555/2700175.2700183
Lei ASun PRao WMin HSu GDong Z(2016)Finding database contention hotspots under large-scale workloads - A big data approach2016 IEEE International Conference on Big Data Analysis (ICBDA)10.1109/ICBDA.2016.7509799(1-5)Online publication date: Mar-2016
https://doi.org/10.1109/ICBDA.2016.7509799
Chandra RSegev A(2005)Using next generation databases to develop financial applicationsApplications of Databases10.1007/3-540-58183-9_49(190-203)Online publication date: 31-May-2005
https://doi.org/10.1007/3-540-58183-9_49
Pereira JRodrigues LOliveira R(2002)Semantically Reliable BroadcastConcurrency in Dependable Computing10.1007/978-1-4757-3573-4_10(189-207)Online publication date: 2002
https://doi.org/10.1007/978-1-4757-3573-4_10
Pereira JRodrigues LOliveira R(2000)Semantically reliable multicast protocolsProceedings 19th IEEE Symposium on Reliable Distributed Systems SRDS-200010.1109/RELDI.2000.885393(60-69)Online publication date: 2000
https://doi.org/10.1109/RELDI.2000.885393
Konana PRam S(1999)Semantics-Based Transaction Processing for Real-Time Databases: The Case of Automated Stock TradingINFORMS Journal on Computing10.1287/ijoc.11.3.29911:3(299-315)Online publication date: Aug-1999
https://doi.org/10.1287/ijoc.11.3.299
Ahmed RHasan WYan W(1999)DatabasesWiley Encyclopedia of Electrical and Electronics Engineering10.1002/047134608X.W1628Online publication date: 27-Dec-1999
https://doi.org/10.1002/047134608X.W1628
Goel SBhargava BMadria S(1999)An Adaptable Constrained Locking Protocol for High Data Contention EnvironmentsProceedings of the Sixth International Conference on Database Systems for Advanced Applications10.5555/646712.703328(321-328)Online publication date: 19-Apr-1999
https://dl.acm.org/doi/10.5555/646712.703328
Goel SBhargava BSanjay Kumar Madria (1999)An adaptable constrained locking protocol for high data contention environmentsProceedings. 6th International Conference on Advanced Systems for Advanced Applications10.1109/DASFAA.1999.765766(321-328)Online publication date: 1999
https://doi.org/10.1109/DASFAA.1999.765766
Show More Cited By

View Options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Login options

Check if you have access through your login credentials or your institution to get full access on this article.

Abstract

References

Cited By

Index Terms

Recommendations