Source: Wombat Financial Software
Wombat Financial Software Inc., the high speed trading technology experts, today announced further fruit of their ongoing collaboration with Voltaire, Novell, and Intel to deliver performance breakthroughs in market data integration and distribution. Wombat has broken the 100 microsecond barrier on an open platform by leveraging Voltaire's high performance, low latency InfiniBand switches and software; the new SUSE Linux Enterprise Real Time server from Novell; and the new Dual-Core Intel® Xeon® processor 5100 series.
The four companies designed a performance test meant to replicate the real world demands of securities trading operations. These tests simulated the publishing of 50,000 messages per second from a Wombat Feed Handler to multiple individual consuming applications via TCP fan-out, and measurements were taken in the application callback once the payload was unpacked to give a true end to end latency result. Single client mean latency reached as low as approximately 75 microseconds, while four clients were clocked at approximately 100 microseconds with an aggregate simultaneous publishing rate of 200,000 messages per second from the feed handler - roughly twice the rates generated by any data feed in the market today.
Wombat also leveraged the same harness to fan out a dozen or more client connections at that same 50,000 mps per client message rate, which given a message size of 200 bytes proved the ability to surpass the capacity of gigabit networks from a single publisher, while maintaining minimal latency.
Voltaire software, which leverages the open standard Open Fabrics Enterprise Distribution protocol stack, enables Wombat’s middleware to achieve new efficiencies in transmission across their InfiniBand switch and delivers improved application-level performance. Novell engineers tuned the system to leverage the latency reducing capabilities in SUSE® Linux Enterprise Real Time.
Importantly, the tests were run on commodity servers powered by the Dual-Core Intel® Xeon® processor 5100 series. By offering a solution built on an industry standard hardware platform, Wombat continues to lead the race for performance breakthroughs without the cost and risks associated with proprietary hardware solutions.
"These results reveal new levels of market data performance that before now were unheard of in an open platform solution," said Amir Prescher, Vice President of Business Development, Voltaire. "In collaboration with Wombat, Intel and Novell, the high bandwidth and ultra-low latency offered by Voltaire’s InfiniBand-based solutions deliver tangible performance improvements that positively impact a customer’s bottom line."
"Capital markets customers demand low latency, high performance solutions for their market data needs," said Moiz Kohari, Director of Real Time Solutions at Novell. "SUSE Linux Enterprise Real Time, along with these other leading technologies, brings together the power of low latency computing on an open architecture for optimized performance to capital markets customers around the world."
"Combining industry leading software and the high performance/watt characteristics of servers based on Dual-Core Intel(r) Xeon(r) 5100 series processors, the strength and market leadership of industry standards and innovation are exemplified by this ecosystem effort resulting in a low latency and high throughput solution required by the financial services market" said Eric Doyle, Financial Services Global Industry Manager, Intel Corporation.
"Customers across the capital markets continue to hunger for technologies that give them a real performance edge," said Daniel Moore, COO of Wombat. "Working with these leaders is allowing Wombat to deliver just that sort of balance between speed and flexibility, without the compromise associated with proprietary alternatives."