Market Data Distribution
More Information
Recorded Webinar: Ensuring Real-world Low Latency When it Counts: When You Make Your Real Money
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Achieving Low, Consistent Latency in Market Data Distribution with Solace, Cisco and Solarflare“Everything you want in life has a price connected to it.”
- Harry Browne
Interruptions and inconsistency in the supply of market data can cause financial firms to lose as much money in a few minutes as they usually make in as many days. This makes market data distribution systems truly mission-critical. Market data needs to quickly flow from exchange feeds to the systems and people that need it with no outages, even through periods of extreme volume or volatility.
Solution Summary
Solace’s solution can route market data to many subscribers with low, consistent latency thanks to routing and filtration that are executed entirely in hardware. Solace’s use of discrete TCP-based client connections eliminates the two most common problems with multicast: slow consumers impacting other subscribers or the system as a whole, and clients wasting valuable CPU cycles filtering unwanted data. Client TCP connections also enable administrators to easily identify and address the root cause of problems at any level of granularity.
Advantages and Benefits
- Fast, predictable performance: Processing market data in a pure hardware datapath eliminates the variable latency associated with processing a high volume of messages in software running on general purpose servers.
- Lower cost and complexity: Each Solace message router can handle the workload of many general purpose servers, simplifying a system’s architecture and shrinking its footprint. This slashes costs in areas such as hardware purchase, software licensing, and administrative manpower, as well as rack space, power and cooling.
- WAN efficiency: When distributing data over wide area networks, Solace’s solution sends one copy of each message over the WAN and fans them out at the other end. And since Solace’s message routers are mutually aware of each other’s subscriptions, data is only forwarded to message routers with relevant subscribers.
- Increased client efficiency: Client-specific subscriptions and feeds mean clients receive precisely the data they need, so they don’t waste CPU processing and deleting irrelevant packets. They also don’t need to process messages that have been retransmitted because other clients in their multicast group couldn’t receive them when they were originally sent.
