Automated trading makes reducing latency and increasing performance essential in a market data environment. Feed handlers receive real-time market data feeds from sources such as OPRA (Options Price Reporting Authority), NASDAQ, and electronic communications networks (ECNs), and these feeds need to be "normalized" before being distributed to users. Data normalization allows feeds to be standardized through dedicated feed processors and entered into a uniform database model. The uniform access to multiple normalized market data feeds facilitates data distribution to end-users and ensures data consistency throughout the organization. The high server-to-server traffic that occurs as these computations are performed means that a cluster of servers with the lowest possible latency interconnect is needed to reduce delay in delivering the market data.
Through the use of RDMA technology, an application can offload all communications management to the InfiniBand host channel adapter, which allows more CPU cycles to be spent on processing, rather than communications. Cisco's innovative HPC solution creates a high-performance server I/O fabric, achieving ultra-low-latency performance to support the growing computing needs of market data feed handlers and other trading floor applications.
