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Excuse my naïveté, but I’d love to know what kind of feeds you connect to to pull in 40gbps of financial data. Are these basically feeds of all available securi
by jkulubya 6y ago
Excuse my naïveté, but I’d love to know what kind of feeds you connect to to pull in 40gbps of financial data. Are these basically feeds of all available securities trading everywhere in the world?
Background is that I did some work connecting to a few smaller exchanges, but we never ever thought we’d ever need to go past “just” 20mbps.
- ncmncm 6y ago> Are these basically feeds of all available securities trading everywhere in the world? Well, yes. In March, the per-day volumes went to more than double the previous peak. That said, traffic is bursty, particularly at market open and close, and latency matters, so you have to statically provision for peak traffic.
- 7532yahoogmail 6y agoDon't get too impressed here by finance. Almost everything we're talking about here Linux Kernel Developments, SolarFlare (or Mellonx), core isolation (cpu set) was invented elsewhere. Finance merely buys it; it's a great client of all this tech. The only vaguely created-in-finance thing he/she references but then not even by name is https://martinfowler.com/articles/lmax.html https://martinfowler.com/articles/lmax.html which comes from ring buffers coming from CS EE networking itself.
- ncmncm 6y agoNever heard of LMAX; looks like a Java thing. Nobody said finance invented anything. But high performance demands produce similar architectures everywhere.
- 7532yahoogmail 6y agoLMAX is a java thing. It's high speed, low latency messaging system used a betting facility in the UK somewhere where in certain betting situations, the number of messages drives up explosively high, and need to be well handled. Thus high, high speed and low latency with reliably low latency were key.