Using the Intel fasterLAB in London, m35 was able to test high volume performance for Value at Risk (VaR) calculations within a controlled test-bed environment. Three tests were established to replicate different multi data heterogeneous source scenarios, including a typical ESB (Enterprise Service Bus) architecture pattern and also using Intelâs SOA Expressway. In each case 4 XML files containing 1.25 billion PVs each were made available at the same point in time on the file servers. All tests consumed, transformed and routed 5 billion PVs in less than one hour. The test using IntelÂ® SOA Expressway achieved a record time of 49 minutes 51 seconds, which represents 1.67 million PVs per second.
Commenting about the tests, m35âs managing director, Jason du Preez, said: âLow latency and high performance across business applications are key issues for financial firms as they strive to keep pace with regulatory demands, maintain efficiencies and increase data volumes. These performance results demonstrate m35âs ability to meet the most challenging environments for data automation, whether distributed VaR calculations or the most complex algorithmic trade processing. We are particularly pleased with the accelerated performance we have achieved with DataTrans deployed with Intelâs XML acceleration technology, SOA Expressway and we are confident that our collective highly optimized solution will deliver competitive advantage and processing efficiencies to firms in the finance sector.â
Nigel Woodward, Global Director, Financial Services for Intel said: âAt Intel we recognize that it is essential to apply our technology to the critical workloads that our clients undertake. Intel Architecture (IA) is delivering in the areas of HPC â the traditional realms of trading and risk in FSI. These tests completed by m35 in the fasterLAB underpin the benefit of using and optimizing on the latest multicore technologies. The combination of DataTrans on Xeon E54xx series Harpertown processors with SOA Expressway and optimized to the silicon has in this instance shown that risk calculations can be performed ever closer to the point of trade â giving immediate contribution to business processes.