Myricom, the technology leader in extreme-performance 10-Gigabit
Ethernet solutions specialized for vertical markets, today announces
that Trading Physics, a producer of analytic software and custom market
data delivery systems, has adopted Myricom’s 10G-PCIE2-8C2-2S dual port
SFP+ adapters along with Myricom’s DBL 2.0™ low-latency software for
High Frequency Trading (HFT) applications.
“The depth feeds contain all orders placed for equities listed on five
exchanges: NYSE, NYSE/ARCA, NASDAQ, BATS, and Direct Edge – an avalanche
of data, and processing this order book data with the lowest possible
latency is critical to the success of high frequency trading strategies.
A customer asked us to achieve sub-five microsecond latency from the top
of the switch to client server delivery. After extensive research we
found Myricom’s extreme performance low-latency solution to be very
attractive. Unlike products from other vendors, Myricom’s solution did
not require the use of custom server hardware to process the feeds,”
said Artem Novikov, Founder of Trading Physics. “We ordered network
adapters, set up a benchmarking test bed using Myricom native DBL
libraries, and rapidly surpassed the target benchmark with production
data. The customer is delighted with the results.”
Three servers were involved in the test: the feed replay server, the
normalization server that produces the normalized feed, and the capture
client that obtains both feeds and measures latency by comparing
timestamps. The average application message latency measured at the
client server was only 4.0 microseconds.
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Hardware Configuration
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Feed Replay Server:
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Fedora 14 x64
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CPU: 2x Intel Xeon E5520
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Network Adapter: Myricom 10G-PCIE2-8C2-2S+DBL2
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Capture Client Server:
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CentOS 6.2 x64
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CPU: 1x X3220
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Network Adapter: Myricom 10G-PCIE2-8C2-2S+DBL2
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Normalization Server:
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Fedora 14 x64
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CPU: 2x Intel Xeon E5520
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Network Adapter: Myricom 10G-PCIE2-8C2-2S+DBL2
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Switch:
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Blade Network Technologies G8124E (now IBM System Networking)
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“Myricom continues to innovate adaptable, extreme performance 10-Gigabit
Ethernet hardware and software solutions to help our partners and
customers achieve their low-latency networking goals,” said Dr. Nan
Boden, CEO, Myricom. “We are proud to deliver competitively priced,
superb networking solutions that incorporate deep engineering expertise
and outstanding technical support -- all critical factors behind HFT
design wins.”
About Myricom: Founded in 1994 as a Caltech spin-off, Myricom is
the technology leader in extreme-performance 10-Gigabit Ethernet (10GbE)
solutions specialized for vertical markets. Myricom first pioneered High
Performance Computing (HPC) interconnect technology that helped fuel the
growth of cluster computing. With its fourth generation of networking
products, Myri-10G, Myricom has achieved convergence between
mainstream 10-Gigabit Ethernet and HPC technology, 10-Gigabit Ethernet
with a supercomputing heritage. The majority of Myricom’s sales today
are for 10-Gigabit Ethernet applications with demanding low-latency or
high-throughput requirements. Myri-10G delivers wire-speed UDP and TCP
throughput, with optional firmware-accelerated offloads for financial
trading, packet capture and injection, video streaming and IPTV, HPC, as
well as for other performance-sensitive vertical markets.
For additional information about Myricom products, please visit www.myricom.com.
About Trading Physics Trading Physics provides interfaces to
real-time and historical data feeds, as well as software development and
integration services that help private and corporate investors exploit
market opportunities. Trading Physics software analyzes market data in
real-time to produce over 600 proprietary indicator and oscillators that
offer a deeper insight into market volatility. Trading Physics also help
develop robust trading models, algorithms, and theories by providing
historical and real-time data processing systems.
For additional information, please visit www.tradingphysics.com.
