STAC Report: Exegy Ticker Plant with InfiniBand

99th percentile latency of just 150 microseconds at 1 million updates per second The high-performance crowd within the securities industry is buzzing with talk of hardware acceleration. Bold claims are made about the potential reductions in latency and increases in capacity that result when processing logic that is traditionally implemented in software on general-purpose CPUs is implemented in special-purpose chips instead. Exegy has introduced the Exegy Ticker Plant (XTP), a market data system utilizing field-programmable gate arrays (FPGA) in which Exegy has implemented market data-specific logic. STAC benchmarked the XTP version 1.2 using InfiniBand and clients on Red Hat Enterprise Linux 4.4 with AMD processors. The XTP was benchmarked using STAC Tools™. The STAC Tools captured every message into and out of the system and measured end-to-end latency between multiple machines with 1 microsecond precision. The XTP performed extremely well at both end-to-end latency and throughput benchmarks. It exhibited 80 microseconds mean latency at 1M updates per second and a 99th percentile latency of 150 microseconds. The XTP was also able to handle 2.4 times OPRA's projected rate for 2008 in a single server. Additionally, the XTP demonstrated very high efficiency when measured against cost drivers like ups per watt. The results show that XTP delivered 2503 ups per watt at maximum throughput. Click here to download the report.

About STAC News

Read the latest about research, events, and other important news from STAC.

Subscribe to notifications of research, events, and more.

Enter your email above, then click "Sign Up" to join the STAC mail list and (optionally) register to access materials on the site. Click for terms.