A representative selection of NYSE Euronext Advanced Trading Solutionsâ off-the-shelf feed handlers covering the major US equities markets was chosen to highlight the scalability and performance of the solution on industry standard hardware. An alternative selection from the 150+ suite of global feed handlers which cover all geographies and asset classes could be used in this solution stack.
NYSE Euronext Advanced Trading Solutions demonstrated breakthrough performance by publishing and consuming a full-day of data from ten major US equity feeds on a 24 core system using Intelâs recently launched XeonÂ® 7400 âDunningtonâ processor. Wombat Data Fabricâs memory-sharing architecture makes it possible to run a day of US equities data simultaneously on a quad-socket, 24-core Intel Xeon server. Even at market open and close peaks, CPU utilization remained under 40 percent, with average transport latency of less than 10 microseconds.
âThe performance of this solution demonstration bodes well for any financial services organization concerned with latency and the amount of hardware typically needed to process market data and other high volume messaging loads in the capital markets,â remarked Conor Allen, VP Technology, NYSE Euronext Advanced Trading Solutions. âWombat Data Fabricâs Local Direct Memory Access (LDMA) transport provides single digit microsecond latency between processes on the same machine bypassing the I/O stack. This solution is particularly suited to co-location applications.â
Based on Intelâs 45nm high-k process technology and reinvented transistors that use a Hafnium-based, high-k metal gate formula, the new XeonÂ® 7400 series, with up to six processing cores per chip and 16MB of shared cache memory, delivers nearly 50 percent better performance in some cases than its predecessor with lower power consumption.
âWombat Data Fabric is clearly taking advantage of the performance available from our multi-core platforms,â states Nigel Woodward, Intelâs Worldwide Director of Financial Services. âThis is an impressive example of how the industry can use Intel multi-core technology to keep pace with growing trading volumes.â
Wombat Data Fabricâ¢ is fully integrated with the widely used MAMA API. As a result, all NYSE Euronext Advanced Trading Solutions applications, including 150+ feed handlers, DART Entitlementsâ¢, and SuperBookâ¢, are supported on Wombat Data Fabric, and the hundreds of customer applications written to MAMA 4.0 API can be ported across to Wombat Data Fabric without any need for code changes.
Feeds used in this solution demonstration: NYSE OpenBook; NYSE ArcaBook; SIAC CTA; CME MDP Index Futures; Direct EDGE; BATS ECN; NASDAQ OMX TotalView; NASDAQ OMX UTP; NASDAQ OMX TDDS and NASDAQ OMX NDDS.