Oh this is cricket alright!
Won the first 20-20, who woulda thunk! And now getting thrashed by the Aussies, but who cares....
We published world record numbers for Reuters RMDS, using Solaris 10 on our latest Intel gear. The benchmark report is here. Note that we did this using GbE, and then repeated it with IPoIB using gear from Cisco and Voltaire. The previous world record was held by a vendor of commodity gear, and a Linux distro.
The beauty of the IPoIB benchmark was that we did not use any proprietary IB libararies from any vendor, our numbers were reported using standard IPoIB, and hence can be replicated pretty much using any vendors IB gear. Having said that, we have started work to put the necessary hooks like OFUV into Solaris, so that the vendors can port their offload libs onto Solaris - customers are begging for this - and we expect this work to be completed very early CY08, with the offload libs being released soon after.
Low latency work takes me across the globe - whats interesting is that most conversations are with business users and they all now ask latency questions. Was speaking with a hedge fund earlier this week, they trade equity options on all Exchanges that trade options, and they have two algo platforms for trading and execution. I was speaking with people with titles like "head trader", and when I asked questions about their current infrastructure, I might as well have been speaking in sanskrit. After I decided to give up on the hardware, OS type questions, one of them said that they have low latency requirement, measured in single digit milliseconds.
A bunch of really sharp guys work for me, and they are really really really good at looking at peoples complex systems, and diagnosing where the bottlenecks are. We recently looked at a large equities trading system, and managed to reduce latency - from the point where the order came in via a FIX engine, through various systems out to the trading venue, and then reversing the direction for the ack - to 1/3 of the original. 4 day exercise. Customer was thrilled, and now we are being asked to repeat the exercise in the same shop for other BUs like FX, Fixed Income etc.
How did we do this? DTrace, Studio 12, Solaris techniques like processor binding and interrupt shielding. Standard stuff, and we did this on our new AMD boxes.
OK, now off to see if India has lost anymore games since the 20-20 win. Did I say the 20-20 glow will last a very long time.....?
