Specifications

3
High Performance Trading/Algo Speed with Wombat Design and Implementation Guide
OL-15617-01
Introduction
Figure 1 shows the general automated trading solution environment.
Figure 1 General Automated Trading Solution Environment
Target Audience
This document is intended to be used by Cisco Systems Engineers, Advanced Services Engineers,
partners, and clients who work on trading floor infrastructure projects. The document was created based
on the testing performed by STAC research to quantify the performance gains of low latency computing
in an HPT environment. The test environment was limited and not necessarily characteristic of a
production environment, but the concepts are the same. The information contained in this document can
be used to identify, build and test a production prototype environment.
Note This environment was tuned specifically for the testing performed. Note that any change from what was
specifically tested here can affect your results. It is important to keep this in mind as you build your test
environment and go through the associated test plans.
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
223251