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HP has become the first official Innovation Sponsor for Securities Technology Analysis Centre’s (STAC) Manhattan-based STAC Lab. The STAC Lab is a research facility where end user firms can try out new technologies under simulated trading conditions. It contains advanced load-generation mechanisms, precise timing equipment, market data and test tools pre-integrated with many of the products to be tested. As an Innovation Sponsor, HP will provide the lab with its latest BladeSystem c-Class servers, InfiniBand and Gigabit Ethernet networking, and HP StorageWorks technology. HP will, in turn, use the lab as the cornerstone of its own Latency Mitigation Program for market data, analytics and execution.

STAC News Release

Technorati Tags: HP, STAC, STAC Lab, BladeSystem, InfiniBand, Gigabit Ethernet, HP StorageWorks

Intel and Rogue Wave Software have released their latest benchmark for a Hydra-based transactional application running on Intel’s Xeon 7300 Quad Core processors. A headline 68,940 transactions per minute was acheived. Hydra allows single threaded applications to leverage the benefits of multi threading, in a multi core environment.

Download Benchmark Overview

Technorati Tags: intel, rogue wave, hydra, multi core

STAC yesterday used the High Performance on Wall Street event to announce the formation of the STAC Benchmark Council, an organization for the creation and management of customer-driven benchmark standards for trading technology. The group was launched with eight major securities firms as charter members, of which STAC is naming Citigroup, JP Morgan Chase, and HSBC.

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STAC has benchmarked Cisco Systems‘ Infiniband with the Cisco Datagram Acceleration Layer (DAL), using Wombat Financial Software’s OPRA feed handler and 29West’s Latency Busters middleware. In the benchmark, Cisco’s Infiniband reduced mean latency by about 80 percent (to 50 microseconds) compared to UDP/Gigabit Ethernet. It also reduced the standard deviation by about 75 percent. Thus, delivery of data through the Infiniband solution was not only faster but also more predictable.

STAC News Release

Technorati Tags: infiniband, datagram acceleration layer, cisco, cisco systems, wombat, wombat financial software, 29west, opra

STAC has released a benchmark of Reuters Market Data System (RMDS 6) running on a single Intel “Caneland” server with four Quad Core Intel Xeon X7350 processors (for a total of 16 cores), running Red Hat Enterprise Linux 4.5 and communicating over Gigabit Ethernet.

Stacked configurations were used to exploit the 16 cores as much as possible. The results are the highest Source Distributor throughput and Point-to-Point Server throughput achieved to date on a single 4-socket or 2-socket server, including:

- 2,800,000 updates per second in the Source Distributor throughput test and
- 2,200,000 updates per second in the P2PS throughput test.

STAC News Release

Technorati Tags: stac, securities analysis research center, reuters, rmds, intel, caneland, tigerton, linux, red hat, gigabit ethernet

STAC has released a benchmark focused on mininizing transport latency, comprising Wombat Financial Software’s market datafeed simulator, 29West’s Latency Busters Messaging, a Sun Microsystems Sun Fire X4200 M2 with 2 Dual Core AMD Opteron 2.8 GHz processors and Solaris 10 update 3. The solution was able to deliver an overall mean latency of 84 microseconds at 50,000 updates per second over standard Gigabit Ethernet.

STAC News Release

Technorati Tags: stac, securities analysis research center, wombat financial software, wombat, 29west, sun, sun microsystems, amd

Intel, Sun Microsystems, Reuters and Cisco Systems are leveraging Monday’s High Performance on Wall Street event to announce the results of tests on a high performance solution to accelerate financial services applications. Conducted by Sun, the tests included a Reuters application running on Intel, Sun, Reuters and Cisco technology, along with new Cisco high-performance software.

Visit www.highperformanceonwallstreet.com for more information and to register.

Technorati Tags: intel, sun, sun microsystems, reuters, cisco, cisco systems

In our second podcast, Pete Harris, President - Americas for A-Team Group, talks about benchmarking the performance of low latency architectures. Pete answers the questions: How useful are benchmarks? Are the benchmarks that currently exist reliable enough for users when purchasing systems? Is there a way to make benchmarks more useful and reliable for user firms? Angela Wilbraham, CEO of A-Team Group, moderates.

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Technorati Tags: low latency, benchmarks, low latency benchmarks, benchmark reliability, third party benchmarks, securities technology analysis center, peter lankford, reuters rmds, intel

In the world of low latency, it seems that benchmarks are headline news. Having readily available figures showing xxx microseconds and yyy hundreds of thousands of updates per second is a pretty sure way to get some press coverage for one’s product. Indeed, I find myself asking of vendors who are pushing their new datafeed handler, or complex event processing engine, “So, got any benchmarks for it?”
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London-based Datastream Analysis Ltd (DSAL) - a Streambase Systems partner and application developer - has benchmarked calculations used in algorithmic trading at 200,000 calculations per second and 1.5 million updates per second, leveraging Intel’s Low Latency Laboratory in the UK.
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