Specifications

20
High Performance Trading/Algo Speed with Wombat Design and Implementation Guide
OL-15617-01
Testing
4x Recorded Rates
When mcpub/papareply was programmed to play back four times faster than the recording, the average
update rate across all runs was 41 Kups in aggregate for the three channels with a 10-second peak of
approximately 75 Kups, which corresponds to a 10-second peak of 603 Kups for a full OPRA feed.
The Table 7 show the latency results. The mean latency across all runs was 50 µsec for DAL/IB and
240 µsec for UDP/Ethernet. Ethernet latency was lower. This is consistent with the effect previously
noted and suggests that this is due to batching or other efficiencies that kick in as the update rates
increase.
Ta b l e 7 4X Recorded Rates
4x Recorded Rate
Mean latency (milliseconds)
InfiniBand Ethernet
Run 1 Run 2 Run 3 Run 1 Run 2 Run 3
Line 13 1
0.045 0.048 0.052 0.245 0.241 0.244
2
0.056 0.054 0.054 0.245 0.245 0.249
3
0.045 0.051 0.047 0.238 0.241 0.241
4
0.035 0.038 0.033 0.219 0.224 0.221
Line 15 1
0.045 0.049 0.048 0.259 0.258 0.255
2
0.055 0.058 0.056 0.261 0.258 0.260
3
0.044 0.052 0.054 0.249 0.253 0.250
4
0.033 0.043 0.033 0.230 0.234 0.236
Line 17 1
0.048 0.053 0.052 0.239 0.240 0.236
2
0.051 0.062 0.069 0.243 0.245 0.248
3
0.046 0.049 0.043 0.239 0.237 0.239
4
0.038 0.038 0.032 0.216 0.219 0.219
Mean
0.045 0.050 0.048 0.240 0.241 0.242
Mean of all clients & runs
0.047 0.241