---
title: "Real-time market data streaming · Nick Tran"
url: https://trannolis.com/work/market-data-streaming
description: "A Spark Structured Streaming pipeline for near-real-time hedging exposure on an MBS trading desk."
---

United Wholesale Mortgage · 2022

# Real-time market data streaming

A Spark Structured Streaming pipeline for near-real-time hedging exposure on an MBS trading desk.

Spark Structured Streaming · Azure · Power BI

## Problem

Batch reports on rate-lock hedging exposure lagged the market by hours.

## Work

-   Streaming pipeline on Spark Structured Streaming and cloud object storage, processing compressed change feeds.
-   Trader-facing exposure and risk analytics.
-   Introduced Azure Machine Learning and ran firm-wide MLOps training.

## Result

Near-real-time exposure for the desk.

[← All work](/work)