6 ms·

Yes, you are correct. On an average Linux box to have a single cache line data transfer between the cores under 150ns 99% of the time is about the best that you

Yes, you are correct. On an average Linux box to have a single cache line data transfer between the cores under 150ns 99% of the time is about the best that you can get. Especially if you are running stock kernel that eats this 1% and creates huge outliers ;). There is some talk though, about crazily-expensive switches with integrated FPGAs...

foobarian 12y ago
Light moves at 1 ft per nanosecond... I sure hope you're close to the NASDAQ data center :)
- sillysaurus3 12y ago
  It's 1ft/ns in a vacuum, but my understanding is that it's closer to 0.5ft/ns in a wire, so what you say is doubly true. But I think HFTs are running on servers close to the NASDAQ datacenter, and that people pay buckets of money for such privileges.
  - steven2012 12y ago
    Wire? It's infiniband and other bufferless network protocols over fiber.
    - jagger27 12y ago
      Fiber is still only about 66% of c.
  - TrainedMonkey 12y ago
    Pretty sure NASDAQ rents servers directly on site for serious dough, so distance is not that much of an issue.
    - kasey_junk 12y ago
      Yes and No. Nearly every electronic exchange now offers co-location services (including NASDAQ). The "serious dough" part is a little harder to quantify. I've not looked into NASDAQ specifically but server colocation is usually on the order of a couple of thousand dollars a month. This is a drop in the bucket compared to the real costs of a professional trading outfit (namely employees and margin/risk costs). Anecdotally, it's also almost exactly what I paid for a tier 1 co-located server at my first job in a startup during the first dotcom boom.
theyoungestgun 12y ago
These switches aren't really a secret. And the crazy expensive switch is guaranteed to be the cheap part. Now add the all the ip required to make that fpga smart enough to place orders, and you're talking huge bills in dev hours and third party licensing.
Animats 12y ago
There are HFT trading systems implemented in FPGAs. They're written in Verilog. Here's one system: http://www.bittware.com/fpga-dsp-applications/applications-stories/fpga-based-network-and-algorithm-acceleration-for-financial-trading http://www.bittware.com/fpga-dsp-applications/applications-s... Want to work in that field? Know VHDL/Verilog, Linux, networking down to the wire level? https://www.linkedin.com/jobs2/view/1821955 https://www.linkedin.com/jobs2/view/1821955

foobarian 12y ago

Light moves at 1 ft per nanosecond... I sure hope you're close to the NASDAQ data center :)

sillysaurus3 12y ago
It's 1ft/ns in a vacuum, but my understanding is that it's closer to 0.5ft/ns in a wire, so what you say is doubly true. But I think HFTs are running on servers close to the NASDAQ datacenter, and that people pay buckets of money for such privileges.
- steven2012 12y ago
  Wire? It's infiniband and other bufferless network protocols over fiber.
  - jagger27 12y ago
    Fiber is still only about 66% of c.
- TrainedMonkey 12y ago
  Pretty sure NASDAQ rents servers directly on site for serious dough, so distance is not that much of an issue.
  - kasey_junk 12y ago
    Yes and No. Nearly every electronic exchange now offers co-location services (including NASDAQ). The "serious dough" part is a little harder to quantify. I've not looked into NASDAQ specifically but server colocation is usually on the order of a couple of thousand dollars a month. This is a drop in the bucket compared to the real costs of a professional trading outfit (namely employees and margin/risk costs). Anecdotally, it's also almost exactly what I paid for a tier 1 co-located server at my first job in a startup during the first dotcom boom.

theyoungestgun 12y ago

These switches aren't really a secret. And the crazy expensive switch is guaranteed to be the cheap part. Now add the all the ip required to make that fpga smart enough to place orders, and you're talking huge bills in dev hours and third party licensing.

Animats 12y ago

There are HFT trading systems implemented in FPGAs. They're written in Verilog. Here's one system: http://www.bittware.com/fpga-dsp-applications/applications-stories/fpga-based-network-and-algorithm-acceleration-for-financial-trading http://www.bittware.com/fpga-dsp-applications/applications-s... Want to work in that field? Know VHDL/Verilog, Linux, networking down to the wire level? https://www.linkedin.com/jobs2/view/1821955 https://www.linkedin.com/jobs2/view/1821955