TTGO SQL SERVER REDE
Abstract
This report outlines the design and implementation plan for a new
Microsoft SQL Server database to replace the existing legacy system
running on SQL Server 2008 R2.
The current system, SequoiaTradesLondon, will be redesigned to
improve performance, scalability, and security while supporting the
trade data operations
Nikesh Patel
Contents
1. Overview
2. Performance Analysis & Findings
- CPU Usage
- Memory Performance
- Disk Read/Write Performance
- Application Load Time
3. Conclusion
4. Final Recommendations
- Balance Workloads Between Physical & Virtual Machines
- Optimise Virtual Machine Resources
5. Final Verdict
6. Performance Charts and Data
Overview
This document outlines the design and implementation plan for a new Microsoft SQL Server
database to replace the existing legacy system running on SQL Server 2008 R2. The current
system, SequoiaTradesLondon, will be redesigned to improve performance, scalability, and
security while supporting financial trading operations.
2. Requirements Analysis
2.1 Business Requirements
Support financial trading transactions efficiently.
Maintain accurate trade records with historical data.
Implement risk management and reporting capabilities.
Ensure data integrity, consistency, and security.
Improve query performance for real-time analytics.
2.2 Technical Requirements
SQL Server Version: [Specify SQL Server version, e.g., SQL Server 2019/2022]
High Availability & Disaster Recovery (HA/DR) considerations.
Optimized indexing and partitioning for large data sets.
Security & Role-Based Access Control (RBAC).
3. Schema Design
3.1 Database Tables
Trades (TradeID, TraderID, InstrumentID, TradeDate, Quantity, Price, TradeStatus)
Instruments (InstrumentID, Symbol, Name, Market, Sector)
Traders (TraderID, Name, Email, RiskLevel, CreatedAt)
Orders (OrderID, TradeID, OrderType, OrderStatus, ExecutedPrice,
ExecutedQuantity)
MarketData (DataID, InstrumentID, Timestamp, OpenPrice, ClosePrice, HighPrice,
LowPrice, Volume)
RiskManagement (RiskID, TraderID, Exposure, Limits, MarginRequirements)
AuditLogs (LogID, UserID, Action, Timestamp)
3.2 Views
vw_ActiveTrades – Returns active trades with trader details.
vw_MarketPerformance – Aggregates market data for financial analysis.
vw_OrderExecutionSummary – Provides a summary of order execution metrics.
3.3 Stored Procedures
sp_InsertTrade – Inserts a new trade record.
sp_UpdateTradeStatus – Updates trade status after execution.
sp_GetTraderRiskExposure – Retrieves risk exposure for a given trader.
sp_CalculateMarketVolatility – Computes market volatility for an instrument.
3.4 Indexing Strategy
Clustered indexes on primary keys (TradeID, InstrumentID, OrderID).
Non-clustered indexes on frequently queried columns (TraderID, TradeDate,
Symbol).
Partitioning strategies for large tables (e.g., MarketData based on Timestamp).
4. Data Migration Strategy
4.1 Data Extraction
Extract relevant financial trade data from SequoiaTradesLondon.
Transform and clean data to fit the new schema.
4.2 Data Loading
Use SQL Server Integration Services (SSIS) for ETL.
Validate data accuracy and consistency post-migration.
5. Performance Optimisation
Implement indexed views for performance-heavy queries.
Optimize stored procedures for fast execution.
Consider columnstore indexes for analytical queries.
Implement caching strategies for frequently accessed data.
6. Security & Access Control
Role-Based Access Control (RBAC) with different access levels for traders, risk
analysts, and administrators.
Encrypt sensitive financial data (e.g., trade execution details, risk parameters).
Implement database auditing & logging to track modifications.
7. Testing & Deployment
7.1 Testing Plan
Validate trade execution and risk management calculations.
Perform load testing for high-frequency trading scenarios.
Ensure disaster recovery measures function correctly.
7.2 Deployment Plan
Migrate financial trading data to the new system.
Set up monitoring tools (SQL Server Profiler, Extended Events).
Provide user training and documentation for trading analysts.
8. Conclusion
This document provides a structured approach to designing and implementing the new SQL
Server financial trading database. By following this plan, SequoiaTradesLondon will
transition to a modernized system with improved performance, security, and analytical
capabilities.