By Topic

Streaming, low-latency communication in on-line trading systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

4 Author(s)
Subramoni, H. ; T J. Watson Res. Center, IBM, Yorktown Heights, NY, USA ; Petrini, F. ; Agarwal, V. ; Pasetto, D.

This paper presents and evaluates the performance of a prototype of an on-line OPRA data feed decoder. Our work demonstrates that, by using best-in-class commodity hardware, algorithmic innovations and careful design, it is possible to obtain the performance of custom-designed hardware solutions. Our prototype system integrates the latest Intel Nehalem processors and Myricom 10 Gigabit Ethernet technologies with an innovative algorithmic design based on the DotStar compilation tool. The resulting system can provide low latency, high bandwidth and the flexibility of commodity components in a single framework, with an end-to-end latency of less then four microseconds and an OPRA feed processing rate of almost 3 million messages per second per core, with a packet payload of only 256 bytes.

Published in:

Parallel & Distributed Processing, Workshops and Phd Forum (IPDPSW), 2010 IEEE International Symposium on

Date of Conference:

19-23 April 2010