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STAC has released a study of the Reuters Market Data System (RMDS 6) on the IBM System x3650 server with 2 Dual-Core Intel Xeon 5160 3.0 GHz processors, running Novell SuSE Linux Enterprise Server 9.3 and communicating over Gigabit Ethernet.
In the project, STAC optimised and benchmarked the Reuters Market Data System in a traditional topology on the IBM servers. The results are the highest Point-to-Point Server fanout and highest MarketFeed throughput for a Source Distributor achieved to date on a two socket server for this topology:

• 2.59 million outbound user updates per second in the Point-to-Point Server fanout test
• 420,000 updates per second through a Source Distributor machine with MarketFeed

Additionally, this stack was able to achieve the highest throughput, 550Kups, in a low latency configuration of RMDS in a traditional topology with Ethernet.

The report is available to download at http://www.STACresearch.com.

STAC News Release

Technorati Tags: STAC, Reuters Market Data System, RMDS, IBM System x3650 server, Novell SuSE Linux Enterprise Server 9.3, Gigabit Ethernet

Interactive Data’s PlusFeed, its low latency consolidated real-time digital datafeed, will provide data for US domestic equities, futures and commodities markets to support Financial Mechanics’ automated trading strategies.

Financial Mechanics, an emerging hedge fund manager located near San Francisco, utilises complex mathematical algorithms designed to identify securities trading opportunities. The company will launch its first fund this month.

PlusFeed will also deliver real-time spot and forward FX rates for currencies provided through Interactive Data’s GTIS Service; a service with global over-the-counter prices contributed by market players in the foreign exchange, precious metals, energy, money and fixed income markets. Financial Mechanics has also selected Interactive Data’s historical intraday tick and end-of-day data for back testing its trading strategies.

Interactive Data News Release

Technorati Tags: Financial Mechanics, Interactive Data, PlusFeed, GTIS, automated trading

Exchange feed provider Essex Radez has introduced the latest extension to its Clarity tick history service. Joining the Clarity-Live offering, which provides intraday tick history on all domestic exchange feeds, the new Clarity-HD offers algorithmic and other application developers interactive API access to all quote, trade and administrative messages sent over direct exchange feeds since August 2006. Feeds include OPRA, all domestic equity exchanges and ECNs, all domestic futures exchanges and others.

Essex Radez News Release 

Technorati Tags: Essex Radez, tick history, direct exchange feeds, OPRA

Dow Jones has enhanced its Dow Jones Elementized News Feed, adding public company data in a computer readable format. The XML-based feed is designed to be used for algorithmic trading, quantitative analysis and execution management applications.
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Reuters has increased the number of venues available via Reuters Data Feed Direct (RDF-Direct) by adding nine new feeds to its direct exchange data service across America, Europe and Asia.
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Event processing specialist Aleri is partnering with low-latency market data service Fixnetix to offer a combined market data/analysis service.

Fixnetix’s data services shave hundreds of milliseconds off typical transmission times, delivering an optimised end-to-end solution over a dedicated Ethernet network. “By combining our technologies we can provide increased efficiency from the initial data feed to processing and analyzing multiple data sets, allowing clients to react and respond instantly and to minimize risk and increase competitive advantage,” said Don DeLoach, CEO of Aleri.

Aleri News Release

[tags]aleri,fixnetix,complex event processing,cep,market data feeds

If you’ve been in the industry as long as I’ve been here, then you too probably are aware that many new hot concepts have a familiar, and dated, ring to them. I was at a WFIC session on direct feeds last week when a panelist from JP Morgan Chase commented that direct feeds caused him “the most pain, sometimes for seemingly little gain.” That took me back …
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Quant House is now providing full depth data from the London Stock Exchange, combining its feed handler technology and global fibre optic network with the Exchange’s Infolect real-time market data delivery system. Infolect processes more than 15 million messages a day with a latency of two milliseconds per message. Quant House will deliver sub-millisecond connectivity of the Infolect data stream to hedge funds and latency sensitive financial institutions in Chicago, New York, Paris, Frankfurt and London through their single Application Program Interface.

Technorati Tags: quant house, london stock exchange, lse, infolect

Savvis has launched Savvis Exchange Express, providing ethernet access to direct datafeeds from the American Stock Exchange and SFTI (Secure Financial Transaction Infrastructure). Deploying ethernet from the customer location directly to Savvis data centers removes extraneous hardware that typically creates additional delay. Savvis manages the hardware at the customer premises, providing 24×7 monitoring and notification.

Technorati Tags: savvis, american stock exchange, sfti, ethernet

Fixnetix has struck a global distribution deal with EuroMTS, the pan-European electronic trading platform for government and quasi-government Eurobenchmark bonds. Fixnetix will deliver EuroMTS fixed income data direct to financial firms over its iX-Direct low latency market data service.
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