Ensuring Market Data Consistency

You can configure RAP to enhance the availability of market data to trading applications.

By leveraging feed capabilities, and those provided by input adapters, RAP handles market data messages at a very high rate with a high probability of delivery. To achieve this, run two instances of Event Stream Processor on separate machines. Run the RAP ASE project on both instances. The primary instance feeds both RAPCache (Adaptive Server) and RAPStore (Sybase IQ), while the secondary instance feeds only RAPCache. The two RAPCache data stores should contain the same data during normal operations.

Generally, you do not need to configure a secondary RAPStore for the primary RAPStore (an instance of an IQ multiplex server). The RAPStore potentially contains several years’ worth of market data, making a redundant configuration impractical. If the data in the RAPStore becomes stale due to loss of the data stream or subscriber, the RAPStore must be loaded from data in the RAPCache. RAP has no automatic mechanism to load the RAPStore from the RAPCache, but you can load it manually.

This figure illustrates the RAP HA configuration, which can be used to substantially enhance availability of market data to trading applications. You can establish similar configurations using third-party software.
RAP High Availability Environment