Market data encryption optimization using GPU; based on pre-defined granular permissions

Abstract

Information security research and literature surveys has generally followed the views from practice where users are frequently seen as a weak link in the implementation of information security measures and their role in the overall security of the system should be maximized if possible since the dependency on data security of the business is vital to any type of organization. Trade massages are the core of the stock market systems and it is essential to transmit the message with managing the delivery of trading applications and keeping latency low. Because of the low latency fact, currently the security of the messages are not considered and the message can be received by any sender and a receiver if they correctly connected to the trading gateways. This research has taken a broad approach into the trading messages related security in a market data system, from the initial conceptualization of the security approaches through to the in depth security mechanism that can be gain by implementing the given solution. The results derived from this research show that there is a great need for focuses on the transmission and the transition of the market data from a secure perimeter to another secure perimeter. This thesis focuses on the secure mechanisms that can be applied on the market data in order to achieve the information security requirements within systems development. After critically evaluating three candidate symmetric and asymmetric algorithms, three solutions were developed and then using qualitative and quantitative analytical methods, most suitable cryptographic solution has been presented for exchange system.