September 22, 2008
Middleware innovation slashes latency and hardware footprint on industry standard hardware
NEW YORK, Sept. 22 -- NYSE Euronext Advanced Trading Solutions, a world leader in low latency trading technology and division of NYSE Euronext (NYX), today announced an innovative software based solution that has the capability to comfortably handle 10 major US equities feeds on a single server with potential headroom of 3x current market peak capacity. The key ingredients of this implementation were its flagship high performance middleware, Wombat Data Fabric and its feed handler technology.
A representative selection of NYSE Euronext Advanced Trading Solutions' off-the-shelf feed handlers covering the major US equities markets was chosen to highlight the scalability and performance of the solution on industry standard hardware. An alternative selection from the 150+ suite of global feed handlers which cover all geographies and asset classes could be used in this solution stack.
NYSE Euronext Advanced Trading Solutions demonstrated breakthrough performance by publishing and consuming a full-day of data from ten major US equity feeds on a 24 core system using Intel's recently launched Xeon 7400 "Dunnington" processor. Wombat Data Fabric's memory-sharing architecture makes it possible to run a day of US equities data simultaneously on a quad-socket, 24-core Intel Xeon server. Even at market open and close peaks, CPU utilization remained under 40 percent, with average transport latency of less than 10 microseconds.
"The performance of this solution demonstration bodes well for any financial services organization concerned with latency and the amount of hardware typically needed to process market data and other high volume messaging loads in the capital markets," remarked Conor Allen, VP of technology at NYSE Euronext Advanced Trading Solutions. "Wombat Data Fabric's Local Direct Memory Access (LDMA) transport provides single digit microsecond latency between processes on the same machine bypassing the I/O stack. This solution is particularly suited to co-location applications."
Based on Intel's 45nm high-k process technology and reinvented transistors that use a Hafnium-based, high-k metal gate formula, the new Xeon 7400 series, with up to six processing cores per chip and 16MB of shared cache memory, delivers nearly 50 percent better performance in some cases than its predecessor with lower power consumption.
"Wombat Data Fabric is clearly taking advantage of the performance available from our multicore platforms," states Nigel Woodward, Intel's worldwide director of financial services. "This is an impressive example of how the industry can use Intel multicore technology to keep pace with growing trading volumes."
Wombat Data Fabric is fully integrated with the widely used MAMA API. As a result, all NYSE Euronext Advanced Trading Solutions applications, including 150+ feed handlers, DART Entitlements, and SuperBook, are supported on Wombat Data Fabric, and the hundreds of customer applications written to MAMA 4.0 API can be ported across to Wombat Data Fabric without any need for code changes.
Feeds used in this solution demonstration: NYSE OpenBook; NYSE ArcaBook; SIAC CTA; CME MDP Index Futures; Direct EDGE; BATS ECN; NASDAQ OMX TotalView; NASDAQ OMX UTP; NASDAQ OMX TDDS and NASDAQ OMX NDDS.
For further information on Wombat Data Fabric, interested parties are welcome to find out more at www.wombatfs.com/WombatDataFabric
To download the latest Feed Handler suite, covering all regions and asset classes, please visit www.wombatfs.com/products/feedhandler.htm
About NYSE Euronext Advanced Trading Solutions
A unit of NYSE Euronext (NYX), NYSE Euronext Advanced Trading Solutions is a leader in providing complete connectivity, data management and transaction solutions for trading firms, vendors and financial markets throughout the world. Offering a suite of comprehensive, best-of-breed commercial technology solutions that include advanced end-to-end market data management, global exchange connectivity and matching technologies, co-location systems, and super low-latency order routing capabilities, NYSE Euronext Advanced Trading Solutions' products attract and enable the free flow of liquidity for high-volume markets around the world. This unit operates SFTI, one of the world's largest, most reliable financial transaction networks; NYSE TransactTools, the high-performance, end-to-end connectivity software; and Wombat, offering the industry's most advanced platform for real-time market data distribution and integration. With offices across the U.S., Europe, Singapore and Japan, NYSE Euronext Advanced Trading Solutions' commitment to superior development, engineering and customer service has earned the trust to power the trading operations of hundreds of global financial institutions, including core technology for 17 of the world's 20 largest securities firms. For additional information, visit www.nyse.com/tradingsolutions.
Intel (NASDAQ: INTC), the world leader in silicon innovation, develops technologies, products and initiatives to continually advance how people work and live. Additional information about Intel is available at www.intel.com/pressroom.
Source: NYSE Euronext Advanced Trading Solutions
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