A Low-Latency Store in FPGA Home improvement for High-Frequency Transaction

In this video, John Lockwood from Alto-Logic presents: A Low-Latency Library in FPGA Hardware for High-Frequency Trading (HFT). Recorded at the Hot Interconnects 2012 conference in Santa Clara.

„Current High-Frequency Trading (HFT) platforms are typically implemented in software on computers with high-performance network adapters. The high and unpredictable latency of these systems has led the trading world to explore alternative „hybrid“ architectures with hardware acceleration. In this paper, we describe how FPGAs are being used in electronic trading to approach the goal of zero latency. We present an FPGA IP library which implements networking, I/O, memory interfaces and financial protocol parsers. The library provides pre-built infrastructure which accelerates the development and verification of new financial applications. We have developed an example financial application using the IP library on a custom 1U FPGA appliance. The application sustains 10Gb/s Ethernet line rate with a fixed end-to-end latency of 1μ – up to two orders of magnitude lower than comparable software implementations.“

Learn more at: http://hoti.org

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7 Antworten auf „A Low-Latency Store in FPGA Home improvement for High-Frequency Transaction“

  1. Knightmare is not realted to HFT. it was an algorithmic engine ran havoc. It was not a test script that executed live trades. it was a misconfiguration of new software module that was deployed to PROD in wrong way. SEC report gives detailed description of what went wrong and still people are running with presentations mentioning Knightmare as examples of this and that and telling bullshit stories about cronjobs. read the facts: https://www.sec.gov/litigation/admin/2013/34-70694.pdf

  2. Did you read Knightmare on Wall Street? Just read it. It is the story of
    Knight Capital, the merge with GETCO and the origins of KCG Holdings. It
    was great, full of details and insights. Their website is "knightmareonwallstreet"

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