Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
Interesting reading for today…
Posted C++, FPGA, HFT, algorithmic trading, computer hardware, high frequency trading, linux, low latency, messaging on Saturday, July 9th, 2011.
Posted C++, FPGA, HFT, algorithmic trading, computer hardware, high frequency trading, linux, low latency, messaging on Saturday, July 9th, 2011.
Excerpted from Achieving single-digit latency
• Use a binary transaction protocol to eliminate data conversions and complex parsing.• Use Remote Direct Memory Access (RDMA) verbs and zero copy mechanisms to eliminate network protocol stack processing.• Use preallocated data structures to completely eliminate all memory turnover and associated garbage collections.• Tune the hardware and OS for low latency
Part of me says “duh” but part of me says that maybe this is not necessarily common application yet?
Another “worlds fastest matching engine” – here
Tibco FTL messaging – seems interesting…
Fixnetix Raises the Bar: World’s Fastest Nanosecond Trading – more FPGA trading…
What to do with your FPGA Enabled Network Card
Posted C++, FPGA, Hardware, algorithmic trading on Friday, February 4th, 2011.
Posted C++, FPGA, Hardware, algorithmic trading on Friday, February 4th, 2011.
Enhyper – always a good read:
http://enhyper.blogspot.com/2011/02/what-to-do-with-your-fpga-enabled.html
