US market data volumes peak above 5M/sec for the first time

Posted by Larry Neumann on Aug 8, 2011

The debt ceiling debate and now the S&P downgrade are driving huge headlines and unprecedented market activity. Last week market data rates across the US markets broke new ground by peaking at over 5 million messages a second for the first time. That blew away the previous record (4.2 million messages a second in May) by 20%. Somebody get the oxygen tanks! Since Thursday, US market data...
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Filed under Market Data Delivery
Tagged with feed handlers, market data, market data delivery, volume

Hardware trading: The machines are taking over…

Posted by Larry Neumann on Mar 22, 2010

With each day that passes it becomes more obvious that hardware is replacing software in the critical path of high performance trading. It doesn’t take a genius to see what’s happening, as the evidence is everywhere: Feed handlers: All of the recent entrants into the feed handler market are using custom hardware. Messaging middleware: Appliances from companies like Solace are winning...
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Filed under Capital Markets, Hardware, Messaging
Tagged with algo trading, CPUs, feed handlers, FPGAs, GPUs, Hardware, Messaging, network processors