Specifications

8
High Performance Trading/Algo Speed with Wombat Design and Implementation Guide
OL-15617-01
Automated Trading Architecture
Figure 4 shows the “buy” side of the transactional system architecture.
Figure 4 Transactional System Architecture—Buy Side
Transaction
Processing System
Direct Exchange
Primary Circuit Feeds
IB Fabric supports multicast in
HW; SP and DAL provide RDMA
performance for applications
using TCP and UDP
Multicast Router/
Firewall/Screening
Feed Handlers for
each Exchange
(Reuters, Bloomberg,
Wombat)
Analytics/
Execution Engines
Intermediary
Processing Engines
TCP or UDP;
Unicast/Multicast
TCP or UDP
Unicast/Multicast
(TIBCO-RV, RMDS, 29West)
UDP Multicast or TCP
(TIBCO-RV, RMDS, 29West)
Nasdaq
NYSE
INET OPRA
CME
223254