"It's not a typical enterprise data warehouses story, but then NYSE Euronext (NYSE), the parent company of the New York Stock Exchange, is not a typical enterprise. For one thing, NYSE has not one but three warehouses, each approaching 100 terabytes. Then consider NYSE's queries, some of which interrogate more than 40 terabytes of data. The extreme data volumes and extreme query complexity led to an upgrade onto data warehouse appliances.
After a period of rampant growth and mergers with two smaller exchanges, NYSE knew its large and aging Oracle data warehouses needed replacement. After exploring alternatives in 2006, the company concluded a successful 45-day proof-of-concept project on a Netezza Performance Server (NPS) appliance in early 2007. The main warehouse for the New York Stock Exchange was migrated within two and a half months and went into production in May 2007. A second device, consolidating what had been two separate warehouses for the Chicago-based Arca Equities and Options markets, went into production in July. Yet another warehouse, one housing legacy data, will be migrated onto a third Netezza NPS.
The NYSE and Arca warehouses primarily support market surveillance, monitoring trade patterns and behaviors to ensure compliance with the rules of the exchanges, and these queries can be quite complex. "It's very possible that we could hit 40 to 50 terabytes of data in a single query," explains Steve Hirsch, chief data officer."
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