2012 High Performance Computing Speed, Low Latency, and Parallel Programming in Financial Services 2012 High Performance Computing Speed, Low Latency,

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Presentation transcript:

2012 High Performance Computing Speed, Low Latency, and Parallel Programming in Financial Services 2012 High Performance Computing Speed, Low Latency, and Parallel Programming in Financial Services Thomas Fay, VP – INET Development NASDAQ OMX April 2, 2012 Thomas Fay, VP – INET Development NASDAQ OMX April 2, 2012

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. NASDAQ OMX – Get to Know Us 2 We invented electronic trading 40 years ago and are now the world’s largest exchange company. Electronic trading is trusted and emulated by every electronic equities exchange in the world, making the world’s capital markets move faster, more efficiently and more transparently. We power 1 in 10 of the world’s securities transactions NASDAQ OMX trading technology is used to power more than 70 exchanges in 50 countries We own and operate 24 markets 3 clearing houses 5 central securities depositories More than $350B is tied to our global indexes Our global platform can handle more than 1M messages/second at sub-70 microsecond average speeds NASDAQ OMX lists 3,600 global companies worth $5.4T in market cap representing diverse industries and many of the world’s most well-known and innovative brands

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. Addressing latency in the Software Engineering For Concurrency Profiling, Tuning, And Optimization High Performance Middleware Deterministic Operating System Addressing latency in the Server Increasingly Sophisticated Micro- architectures Multi-core Technology More I/O Logic On CPU Die Ultra High Speed Interconnects Addressing latency in the Network Switch And Router Optimization RDMA And Hardware Acceleration/Appliances Deterministic Networking Equipment Kernel Bypass Requirement For High Performance And Scalability Architectural And Design – Systems Engineering Agility, Flexibility, Time To Market Organizational Commitment Race To Zero

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. The Latency Challenge 4 NASDAQ MARKET CENTER RECORDS Peak dayPeak second Message volume1,684,103,265Messages923,247 Order volume871,875,595Orders581,696 Share volume12,814,454,760Executions175,651 NASDAQ PERFORMANCE DEVELOPMENT (Average latency in microseconds)

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. 10G Co-Lo Order Latency Summary Week of March 19, 2012 (NASDAQ Market Center 09:30 to 16:30) 5 58 Average Percentile Percentile

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. 6 Design Pattern Frameworks Parallel Tasks Multi-Threading Shared Memory Models High Efficiency Messaging Parallel Processing Increasing Performance through Concurrency

© Copyright 2011, The NASDAQ OMX Group, Inc. All rights reserved. 7 The Effects of Parallel Processing

Thank You