NDLI: Evaluation of a trading application using a high performance messaging framework

Content Provider	IEEE Xplore Digital Library
Author	Nandy, P.G. Agrawal, N. Nambiar, M.
Copyright Year	2014
Description	Author affiliation: Performance Eng. Res. Centre, Tata Consultancy Services, Mumbai, India (Nandy, P.G.; Agrawal, N.; Nambiar, M.)
Abstract	Trading Applications are multi component systems that require high speed communication between modules in order to deliver microsecond latencies for order responses. At the same time, the requirements for order throughput have to also be met which may range from a few thousand to a million orders per second. To achieve this, the messaging framework which provides the communication layer for external and internal communication needs to ensure the delivery of messages in a few microseconds between components at the desired message rate. Complexities increase when the application spans multiple physical systems and needs to support multiple simultaneous users while still delivering order responses in microseconds. This paper describes how a custom built, lock free, message queue framework was adapted to support multiple simultaneous users and employ Remote Direct Memory Access (RDMA) over InfiniBand for remote communication to provide a fifty fold improvement in an in-house trading application.
Starting Page	1
Ending Page	7
File Size	684246
Page Count	7
File Format	PDF
e-ISBN	9781479926961
DOI	10.1109/ICCCNT.2014.6963136
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-07-11
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	RDMA Trading application Instruments Multi-publisher Prototypes Receivers Throughput Messaging IP networks Servers Tuning Low-latency
Content Type	Text
Resource Type	Article

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