About this episode

Jacob Baskin discusses the development of Superstore, a distributed columnar database at Jane Street, and the challenges of supporting analytical queries in a trading environment.

In university Jacob Baskin studied at the intersection of computer science and economics, thinking about systems that incentivize people to express their true preferences. He put those ideas into practice at Google, where he worked on ad serving, before joining Jane Street’s database infrastructure team. In this episode, Ron and Jacob discuss Superstore, a distributed columnar database now central to Jane Street’s tech stack that Jacob began building practically the day he started. How do you support wide-ranging analytical queries while transactional writes stream in at the speed of trading systems? And what’s it like when your first design doc leads to an eight-figure hardware purchase? After building Superstore Jacob has since gone back to his roots, thinking about schemes for bidding on compute time as he works to optimize usage of the Hive, Jane Street’s massive compute cluster for research.

Explore listener stats, chart rankings, contacts and more on the Signals and Threads podcast page.