Specifications

17
High Performance Trading/Algo Speed with Wombat Design and Implementation Guide
OL-15617-01
Testing
Testing Results
Mean Latency
The sections below tabulate the mean latencies for test runs at varying rates of playback data. Multiple
runs were performed to ensure the consistency of results.
Playback at 1x Recorded Rate
When mcpub/papareply was programmed to play back at the same rate at which the data had been
recorded, the average update rate across all runs was 10.5 Kups in aggregate for the three channels with
a 10-second peak of approximately 154 Kups. This would correspond to a 10-second peak of 1.23 Mups
for the full OPRA feed.
Table 6 show the latency results for twelve clients consuming data from the feed handler over three
multicast channels, each corresponding to an OPRA line. The tests were run three times.
The overall mean latency for the Cisco InfiniBand was 30 µsec versus 260 µsec for Gigabit Ethernet.
This is an 88 percent reduction in overall mean latency.
Ta b l e 6 Latency Test Results
1x Recorded Rate
Mean Latency (milliseconds)
InfiniBand Ethernet
Run 1 Run 2 Run 3 Run 1 Run 2 Run 3
Line 13
1 0.028 0.042 0.030 0.259 0.256 0.255
2 0.038 0.039 0.038 0.262 0.264 0.262
3 0.027 0.028 0.036 0.256 0.255 0.256
4 0.021 0.022 0.023 0.249 0.242 0.242
Line 15
1 0.027 0.053 0.034 0.267 0.262 0.254
2 0.039 0.038 0.037 0.264 0.272 0.265
3 0.028 0.028 0.030 0.256 0.256 0.261
4 0.020 0.020 0.024 0.249 0.244 0.247
Line 17
1 0.027 0.031 0.029 0.259 0.262 0.259
2 0.038 0.039 0.037 0.274 0.270 0.266
3 0.029 0.028 0.026 0.260 0.260 0.261
4 0.021 0.022 0.024 0.248 0.243 0.252
Mean
0.028 0.033 0.031 0.259 0.257 0.257
Mean of all clients, all runs
0.031 0.258