Intel Low Latency Labs this week announced [old link: http://www.intelfasterfs.com/2007/11/intel-low-latency-trading-lab-set-to-improve-financial-trading-performance/] the results of tests they performed on a messaging system built on the RabbitMQ implementation of AMQP, built by LShift and partners CohesiveFT, on Intel hardware running CohesiveFT’s Elastic Servers. This configuration achieved a throughput of 1.3 million messages a second.
INTEL LOW LATENCY TRADING LAB SET TO IMPROVE FINANCIAL TRADING PERFORMANCE
PROVING GROUND FOR FASTER TRADING HARDWARE AND SOFTWARE YIELDS FIRST RESULTS, OFFERS PROSPECT OF FURTHER GAINS
[Extract From http://www.intelfasterfs.com/2007/11/intel-low-latency-trading-lab-set-to-improve-financial-trading-performance/]
London, United Kingdom, Nov 14, 2007 – The quest for greater speed and lower latency trading in the financial services sector is set for a major boost due to a new initiative from Intel® Solution Services, the Intel Low Latency Trading lab. Using non-proprietary, standards-based technologies is already known to reduce maintenance and integration costs. However, solutions architects at Intel’s Low Latency Lab in London, have shown that optimising financial messaging for Intel server technologies such as Intel® I/O Acceleration Technology 2 (Intel I/OAT2) is also capable of delivering greater trading performance on major financial messaging technologies including Options Price Reporting Authority (OPRA) feed, Financial Information eXchange (FIX) Protocol Limited’s FAST data compression and the Advanced Message Queuing Protocol (AMQP) protocol over TCP/IP for message transport.
Tests were conducted with Pantor Engineering for market data expertise, Cohesive FT’s Elastic Servers running a RabbitMQAMQP cluster, Redhat RHEL5, Endace time-stamping latency measurement tools on the latest Intel® quad-core server platforms including a 16-core Intel® Xeon® Processor 7300 series processor-based machine, as well as an 8-core server based on Intel’s newly released Intel Xeon Processor 5400 series.
Using industry standard hardware, an OPRA feed input rate of 1.3 million messages per second was distributed and replicated to four concurrent subscribers, via an AMQP 0-8 compliant broker cluster running on a single Intel Xeon Processor 7300 based server, with measured mean latency below 1.5ms. Intel I/OAT2 interrupt throttle settings gave a circa 5% uplift to performance, with minor effect on CPU load.
is a product implementing AMQP to deliver a platform-neutral, complete, unified and highly scalable business messaging. It is developed and commercially supported by Rabbit Technologies Ltd, a joint venture between CohesiveFT and LShift Ltd. Additional information on the product and its management and integration tools is available here and, for enquiries, by email sent here.
delivers Elastic Server On Demand, a product that delivers value by reducing the complexity of technology by enabling rapid provisioning and management of applications without platform lock-in. Leveraging virtualisation, open standards and its partner ecosystem working with Intel, CohesiveFT opens up technology choices for the front office and lower barriers to market participation.
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