Information Technology


July 03, 2008

Sun and Intel Reach One Million Messages per Second Mark for Thomson Reuters Market Data

By Calvin Azuri
Sun Microsystems (News - Alert) has announced it has reached a new benchmark in performance results for the Thomson Reuters market data platform. This achievement indicates that the Reuters (News - Alert) Market Data System 6.0.3 (RMDS) platform running on Sun technology provides both the best throughput performance to date, breaking the million messages per second barrier, along with the lowest network latency available over 1GB Ethernet.
 
“Intel (News - Alert) is focused on engineering architectures which fully optimize the features of our processors to achieve lowest possible latency in trading operations. This involves close collaboration with partners such as Sun around both hardware design and the unique features of Solaris 10 for the benefit of our joint customers,” said Nigel Woodward, global director, financial services for Intel. “Sun has invested in Intel fasterLAB program to facilitate this joint engineering activity.”
 
Investment firms using News Image Algorithmic trading require increasingly greater speed and lower latency as they re-architect their trading systems for increased performance to keep pace with evolving technology and to remain competitive.
 
“Financial institutions are now building or looking to build optimum infrastructures to support this step-change in performance and take advantage of the computing power that is now available, whilst still reducing power requirements and total cost of ownership,” commented Ambreesh Khanna, CTO, financial services group, Sun Microsystems. “Through partnerships with the world’s leading application vendors and innovators like Intel and Thomson (News - Alert) Reuters, Sun enables firms to achieve low-latency, high-availability trading.”
 
Scalable performance becomes even more necessary at higher throughput rates. This is because significant reductions in end-to-end trade latency can provide much needed advantages in an industry that focuses on timing as much as market trends and trading volumes.
 
Such latency reductions would not require any major infrastructure replacement work, as the Solaris Operating System is able to deliver deterministic latency performance at very high message throughput rates.
 
Highlights of the benchmark tests include:
 
  • The highest throughput for a Source Distributor (1,010,000 messages per second) and Point-to-Point (876,000 messages per second) achieved to date on a two-socket server for Reuters Market Data System in a traditional topology on Solaris/Intel/1GbE.
  • The benchmark was conducted using Intel-based Sun Fire X4150 servers with dual Quad-Core Intel Xeon X5460 3.16 GHz processors, running Solaris 10 OS technologies and utilizing a 1GB Ethernet network infrastructure. This benchmark was done using the Thomson Reuters standard topology, not stacked topology.
  • To date, Solaris OS is one of the few platforms able to measure RMDS latency at 700,000 messages per second, providing less than 1.5 millisecond end-to-end latency for RMDS at this message rate.
  • End-to-end RMDS 6.0 latency on the Solaris OS platform at the rate of 480,000 messages per second is sub-millisecond and at 500,000 messages per second is at one millisecond.
 
Calvin Azuri is a contributing editor for TMCnet. To see more of his articles, please visit his columnist page.
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