I wanted to share my excitement and some details about an upcoming demo at IDF 2009 (San Francisco, Sept 22-24, 2009) that will demonstrate advanced trading on Nehalem-EX.
Using the power of the 8-Core Intel® Xeon® Processor codenamed Nehalem-EX, NYSE Technologies will demonstrate a complete Smart Order Routing System in a single box that has a total of 32 cores. The demonstration will process the entire OPRA feed and all north American equities feeds, apply rules to decide when to trade and convert the order information into FIX format for delivery to the trading venue.
The demonstration will show NYSE Technologies’ Market Data Platform V5™ feed handlers processing raw market data at a rate of over 1.5 million updates per second; NYSE Technologies’ Data Fabric™ messaging platform will pass those messages via its Local Direct Memory transport to a mock Smart Order Routing program which will use Data Fabric again to pass orders to a NYSE Technologies’ Market Access Gateway. Typically, these processing tasks are designed as a three tier model with two latency inducing network hops. Deploying this solution in a single server provides for an order of magnitude reduction in latency.
Nash Palaniswamy (Intel)