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By Kelvin Foster Senior Sybase DBA IT Services Kelvin_Foster@AIMFUNDS.COM

E189 Distributing Data Throughout the Enterprise Using Sybase’s Data Movement and Data Access Technologies. By Kelvin Foster Senior Sybase DBA IT Services Kelvin_Foster@AIMFUNDS.COM. Agenda. Introduction Case Study 1 - C ontribution A ttribution P erformance R eporting

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By Kelvin Foster Senior Sybase DBA IT Services Kelvin_Foster@AIMFUNDS.COM

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  1. E189 Distributing Data Throughout the Enterprise Using Sybase’s Data Movement and Data Access Technologies • By Kelvin Foster • Senior Sybase DBA • IT Services • Kelvin_Foster@AIMFUNDS.COM

  2. Agenda • Introduction • Case Study 1 - Contribution Attribution Performance Reporting • Case Study 2 – Portfolio Management System • Case Study 3 – Cash Management Trading System (CMTS) • Future Opportunities – What’s Next? • Q & A

  3. Introduction • About AIM • When retired chairman Charles T. (Ted) Bauer, President and CEO Robert H. Graham and Director of Investments Gary T. Crum founded AIM in 1976, the company only had a table, two chairs, and a telephone. Through decades of planning and disciplined growth, AIM has earned its reputation as one of America's leading investment management companies. The Houston-based company now has more than $158 billion in assets under management and more than 2,500 employees.

  4. Introduction – cont. • About AIM • AIM is an indirect subsidiary of AMVESCAP PLC. AMVESCAP is a leading independent global investment manager dedicated to helping people worldwide build their financial security. Operating under the AIM and INVESCO brands, AMVESCAP strives to deliver outstanding investment performance and service through a comprehensive array of retail and institutional products for clients in more than 100 countries. The Company is listed on the London, New York, Paris, and Toronto stock exchanges with the symbol AVZ.

  5. Introduction – cont. • About the Presenter • Senior Sybase DBA • 8 years of IT experience mostly working with Sybase products • Former Sybase Professional Services consultant

  6. Case Study 1 - Contribution Attribution Performance Reporting • Multi purpose trade based quantitative analytical tool • Contribution Tool- designed to disaggregate performance of a portfolio to the lowest level • Attribution Tool- allows one to assess the performance of a portfolio with respect to a pre-determined index or fund • Scenario analysis – allows one to perform “What if” scenarios for a particular fund

  7. Case Study 1 - Contribution Attribution Performance Reporting - cont. • Business Challenge: Provide near real-time Equity, Fixed-Income, Hedge fund data that is consist and accurate • Solution: Adaptive Server Enterprise, Sybase Replication Server, DirectConnect for Oracle • Results: The replication system developed provides timely data to this critical decision making application while maintaining data integrity and consistency.

  8. Oracle DBMS RA PDB Case Study 1 - Data Movement with Replication Server and DirectConnect for Oracle • Replication from Sybase ASE to Oracle using Component Integration Services and Direct Connect for Oracle RDS PDS RS DCO RDB1 RDB2 RDB3

  9. Case Study 1 – Keys to a Successful Implementation • Provide near real-time data that is consist and accurate • Analysis and Testing • What? (Databases, Tables, Stored Procedures, Columns) • When? (Maximum amount of latency) • Where? (Location of PDS, PRS, RDS, RRS) • How Much? (Number of transactions and size of largest transaction) • Error handling procedures • Invalid data (NaN, Duplicate trans) • Error actions (Log, Stop Replication) • Exception reporting and procedures to handle exceptions (rs_exceptscmd, rs_exceptshdr, rs_systext)

  10. Case Study 1 – Keys to a Successful Implementation – cont. • Monitoring, Monitoring, and More Monitoring • Replication Server Manager • Third-Party Monitoring tools • UNIX shell scripts • Backup and Recovery • Clustering • Atomic vs. Bulk Materialization • rs_subcmp

  11. Case Study 2 – Portfolio Management System • Portfolio Management System gives money managers an automated way of trading, analyzing, and managing assets associated with investment portfolios.

  12. Case Study 2 - Portfolio Management System – cont. • Business Challenge: Decision Support (DSS) activities affecting On-line Transaction Processing (OLTP). Provide separate environments to split OLTP and DSS functions by distributing transactions with minimal latency. • Solution: Adaptive Server Enterprise and Sybase Replication Server • Results: Implemented replication system providing real-time transaction from OLTP system to DSS system minimizing contention between two function while maintaining data integrity and consistency.

  13. PDS RDS RS RDB RA PDB Case Study 2 - Data Movement with Replication Server • Replication from Sybase ASE to Sybase ASE

  14. Case Study 2 – Keys to a Successful Implementation • Provide near real-time data that is consist and accurate • Analysis and Testing • What? (Databases, Tables, Stored Procedures, Columns) • When? (Maximum amount of latency) • Where? (Location of PDS, PRS, RDS, RRS) • How Much? (Number of transactions and size of largest transaction) • Error handling procedures • Invalid data (NaN, Duplicate trans) • Error actions (Log, Stop Replication) • Exception reporting and procedures to handle exceptions (rs_exceptscmd, rs_exceptshdr, rs_systext)

  15. Case Study 2 – Keys to a Successful Implementation – cont. • Monitoring, Monitoring, and More Monitoring • Replication Server Manager • Third-Party Monitoring tools • UNIX shell scripts • Backup and Recovery • Clustering • Atomic vs. Bulk Materialization • Dump and Load • rs_subcmp

  16. Case Study 3 – Cash Management Trading System (CMTS) • The Money Market desk trades approximately 25 billion dollars a day in overnight securities through this system. • This system allows portfolio managers to accept bids from money brokers, enter trades and flow data to back office systems automatically. • Developers are currently working on the requirements gathering of Phase II which will include the Taxable and Tax-free Money Market Desk.

  17. Case Study 3 – Cash Management Trading System (CMTS) - cont. • Business Challenge: Provide an interface between CMTS and Back Office application. • Solution: Adaptive Server Enterprise, DirectConnect for Microsoft SQL Server • Results: Provided seamless access to the CMTS’ data and eliminating the need for multiple batch processes providing stale data.

  18. Case Study 3 - Data Access with DirectConnect for MS SQL Server PA processes FIMM trades which are booked in the Portfolio Administration system. PDS Remote DS MS SQL DBMS

  19. Future Opportunities – What’s Next? • Warm-standby for Equity Trading System • Warm-standby for Portfolio Administration • More Data Access • High-Availability

  20. Q & A - What would you like to know?

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