Hi Anthony,
Is shared-memory a popular messaging solution in low-latency trading?
I know some high-volume data processing engines (like Ab Initio) favor
shared memory as the fastest IPC solution.
However, I feel in low latency trading, messaging (like tibrv, 29west,
Solace) is more popular. For a trading engine, shared memory IPC can
be the basis of messaging between processes on the same machine, but
not across different machines.
Do your system use shared memory?
If interested, you can check out
- http://www.cisco.com/web/strategy/docs/finance/29W-INFA-Cisco-IPC-Performance-new.pdf
- http://www.informatica.com/sg/company/news-and-events-calendar/press-releases/05152013-ultramessaging.aspx
- http://solacesystems.com/blog/high-frequency-trading-to-warp-speed
My main blog
Labels
_fuxi
(75)
_IV
(146)
_misc
(5)
{610610
(30)
algo
(1)
automatedTrading
(8)
banking/economy
(3)
book
(14)
c++misc
(125)
c++real
(15)
c++STL/java_container
(7)
cppTemplate
(1)
db
(13)
DB_tuning
(4)
deepUnder
(1)
dotnet
(69)
eTip
(17)
excelVBA
(12)
finance+sys
(34)
financeMisc
(24)
financeRisk
(2)
financeTechMisc
(4)
financeVol
(21)
finmath
(17)
fixedIncome
(25)
forex
(16)
IDE
(24)
invest
(1)
java
(43)
latency
(4)
LinearAlgebra
(3)
math
(30)
matlab
(24)
memoryMgmt
(11)
metaPrograming
(2)
MOM
(15)
msfm
(1)
murex
(4)
nofx
(11)
nosql
(3)
OO_Design
(1)
original_content
(4)
scriptUnixAutosys
(19)
SOA
(7)
socket/stream
(15)
sticky
(1)
subquery+join
(2)
swing
(32)
sybase
(6)
tech_orphan
(12)
tech+fin_career
(30)
telco
(11)
thread
(21)
timeSaver
(13)
tune
(10)
US_imm
(2)
US_misc
(2)
windoz
(20)
z_algo+dataStructure
(4)
z_arch
(2)
z_c#GUI
(30)
z_career
(10)
z_career]US^Asia
(2)
z_careerBig20
(1)
z_careerFinanceTech
(11)
z_FIX
(6)
z_forex
(31)
z_hib
(2)
z_ikm
(7)
z_inMemDB
(3)
z_j2ee
(10)
z_oq
(14)
z_php
(1)
z_py
(26)
z_quant
(4)
z_skillist
(3)
z_spr
(5)
