Trading data center: million messages per second

A new world record of trading systems performance was set by the Thomson Reuters Market Data System platform, which processes request messages (quotas) from various US trading platforms and draws up transactions in real time. The joint development of Intel and Sun Microsystem was able to reach a figure of one million messages per second. Record-breaker servers Sun Fire X4150 run on four-core Xeon X5460 3.16 GHz processors under the Solaris 10 operating system.

The fastest possible processing of orders is critical for stock trading, because it is now largely carried out by software and hardware systems that operate according to specified algorithms. According to the statistics of Wall Street, the so-called “algorithmic trading” already provides 22% of the total volume of transactions. Putting new orders and reacting to events on the market is the prerogative of special trading systems that are programmed to implement certain strategies, since no person is able to watch the real-time trading to make the right decision in a few microseconds, as modern software does .

Increasing the sensitivity and speed of transactions on the market allows trading programs to work even more efficiently, so their share in the trading volume will continue to grow. Accordingly, the overall picture of market trade will also change, gradually turning into a purely programmer competition.
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via Data Center Knowledge