Wombat Links with AMD, Cisco To Answer InfiniBand Questions
From A-Team Group’s Market Data Insight, April 2007: Wombat Financial Software’s collaboration last month with AMD and Cisco Technologies in a latency benchmark test conducted by Peter Lankford’s Securities Technology Analysis Center (Stac) is aimed at easing client prospects’ concerns as they mull the possibility of migrating to InfiniBand technology within their low latency market data infrastructures.
While the three companies haven’t formed any kind of official strategic alliance, they will be working together to promote the architecture used in the Stac tests, which yielded substantial reductions in system latency compared with traditional TCP/IP- and Ethernet-based solutions.
InfiniBand holds the promise of handling far higher data rates than Gigabit Ethernet, which for market data message sizes of about 200 bytes begins to max out at data rates of around 670,000 messages per second.
The collaboration comes as Wombat rival Activ Financial outlines its plans for an accelerated hardware solution to the low latency challenge, again featuring AMD as part of its technical set-up. Activ is pitching its AMD- and FPGA-based solution as the first to use industry-standard – in the form of AMD’s Operon chip-based servers – hardware.
Perhaps unsurprisingly, given its desire to establish its InfiniBand Server Fabric Switches (SFSs) within the financial services vertical, Cisco appears to have been the driving force behind the collaboration with Wombat and AMD.
According to Pramod Srivatsa, senior product manager, Cisco Server Virtualization Business unit, the company decided last year to seek out specific verticals within the financial services business to validate the applicability of the InfiniBand SFS. Discussions with clients identified automated trading and compute grids as potential pain points where InfiniBand could yield strategic benefits. Cisco’s clients suggested the company team with Wombat and AMD to create a solution for automated trading, with specific reference to low latency data delivery and high volume distribution throughput.
“How could we create an infrastructure to support them when facing projected Opra data rates of 700,000 messages per second by early 2008?” asks Srivatsa. “We felt we could address this.”
Having applied Cisco’s InfiniBand SFS networking infrastructure to Wombat’s market data platform, based on AMD servers, the companies approached Stac to test the set-up.
According to Lankford, the test – which began in December and ran through the end of January – compared Wombat’s feed handlers based on both Cisco SFS infrastructure and a Gigabit Ethernet infrastructure. The Wombat unicast middleware was implemented on Cisco’s Remote Direct Memory Access (RDMA) technology with no modifications to the Wombat executables. Stac ran a simulator that forced the Wombat feed handlers in the respective set-ups to respond to large batches of requests from consuming applications while sending out a heavy stream of update traffic.
The result was a reduction in latency using the InfiniBand set-up and an eradication of large latency spikes caused by the batch data requests. For messages of 214 bytes – which might correspond to an exchange-generated message with some enriched data – system latency dropped 63% to 80 microseconds from 220 microseconds. For larger messages, of 1KB and 6KB – which might represent an institution’s proprietary data, such as a yield curve – latency was halved using the InfiniBand SFS infrastructure.
The latency spikes experienced using the Gigabit Ethernet-based test equipment – causing latency of more than 30 milliseconds typically the result of the ‘initial image’ request occurring at the instantiation of new clients – were eliminated using the Cisco infrastructure. This reduction in the variability of latency, says Lankford, is important because unexpected latency can throw off an algorithm and hurt profits.
Srivatsa says market response to the Stac tests has been positive. He says potential clients – some of which are currently in pilots with the three-way collaborative solution – have requested more research. Specifically, these users are requesting additional tests using a simulated feed rather than a simulation tool, and with a solution with a larger scale than the three-server set-up used in these latest tests. They are also seeking to ascertain the performance within a multicast rather than unicast environment, and would like to assess the impact on Wombat’s SuperBook application.
Tell us what you think - leave a comment below: Does this benchmark increase the chances of your firm deploying InfiniBand? And how can that be done expediently for firms with large investments in Gigabit Ethernet?
