Posted on February 27th, 2008
The Securities Technology Analysis Center (STAC) has performed a study comparing the power consumption of a server using Xeon 5400 “Harpertown” processors to the same server using previous generation ”Clovertown” processors, running a market data load of two million updates per second across a stacked Reuters RMDS configuration that utilized as many of the eight cores in this system as possible.
The Harpertown processor decreased the server’s overall power consumption by 16 per cent (333 watts versus 395 watts) and increased the server’s market data efficiency (updates per second per watt) by 19 per cent (6010 ups/W versus 5060 ups/W).
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Posted on January 15th, 2008
The Securities Technology Analysis Center (STAC) has tested GemCache Data Transactions, an integrated solution from GemStone Systems, IBM, and Intel configured to handle high-speed trade order messages.
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Posted on January 14th, 2008
QuantHouse’s QuantFeedhandler, its feed handler technology to standardize exchange raw market data feeds, is able to decode more than two millions messages per second, benchmark tests carried out at Intel’s fasterLAB in London, on several versions of the multicore Intel Xeon platform, have shown.
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Posted on November 28th, 2007
PROVING GROUND FOR FASTER TRADING HARDWARE AND SOFTWARE YIELDS FIRST RESULTS, OFFERS PROSPECT OF FURTHER GAINS
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.
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Posted on November 27th, 2007
With the global equities and options markets producing an average of more than 7 billion messages a day in 2007, rising to more than 128 billion by 2010 according to estimates from TABB Group, the financial markets research and consulting firm, fast, robust and reliable delivery should become even more critical to the success of buy-side and sell-side institutions. While reducing latencies is now a necessity, legacy-messaging middleware has not kept pace, driving the move to newer, sub-millisecond solutions.
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Posted on November 22nd, 2007
Intel has joined the The Securities Technology Analysis Center (STAC) Benchmark Council and has entered into a multi-year lab agreement with STAC as an innovation sponsor. The agreement builds upon a benchmarking relationship that Intel established with STAC over a year ago.
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Posted on November 12th, 2007
The revolutionary Xeon 5400 chip - the first based on its Penryn technology - was announced yesterday to power servers that will deliver significant performance and power consumption benefits across a wide range of low latency financial applications, including risk analytics, market datafeed handling and transactional execution systems.
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Posted on October 18th, 2007
Wall Street is hungry for processing performance – and with good reason. A perfect storm of factors including an increase in trading automation, more exchanges, growing data needs and ever-expanding trade volumes are driving the perpetual pursuit of greater performance and lower latency.
Latest technology benefits driving change on Wall Street
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Posted on October 17th, 2007
In the financial services industry, automated trading is a race. For these financial services firms, one of the keys to maximising portfolio performance is reducing data latency. However with the volume of market data expected to continue to double each year, the latency through many installed market data systems is growing.
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Posted on July 4th, 2007
Application virtualization is set to play a key role in the next wave of exchange systems. This might seem obvious given the impact virtualization is having elsewhere, but there are some subtleties to do with the way electronic trading is implemented that make this non-trivial. The relentless rise in program trading, driven by the hedge fund industry in particular, has further increased the demand for automated electronic trading.
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