• DocumentCode
    1721269
  • Title

    Adding stream processing system flexibility to exploit low-overhead communication systems

  • Author

    Selo, Philippe ; Park, Yoonho ; Parekh, Sujay ; Venkatramani, Chitra ; Pyla, Hari K. ; Zheng, Fang

  • Author_Institution
    IBM Watson Research Center, Hawthorne, NY 10532, USA
  • fYear
    2010
  • Firstpage
    1
  • Lastpage
    8
  • Abstract
    Previously, we demonstrated that we can build a real-world financial application using a stream processing system running on commodity hardware. In this paper, we propose making stream processing systems more flexible and demonstrate how this flexibility can be used to exploit low-overhead communication systems to speed up streaming applications. With our prototype, we now have an options market data processing system that can achieve less than 30 µsec average latency at 30x the February 2008 OPRA rate on a cluster of blades using InfiniBand. Across shared memory, this system can achieve less than 20 µsec average latency at 25x the February 2008 OPRA rate on a single machine.
  • Keywords
    Blades; Engines; Feeds; Instruction sets; Measurement; Receivers; Throughput; InfiniBand; Shared Memory; Stock Market Data; Stream Processing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    High Performance Computational Finance (WHPCF), 2010 IEEE Workshop on
  • Conference_Location
    New Orleans, LA, USA
  • Print_ISBN
    978-1-4244-9062-2
  • Type

    conf

  • DOI
    10.1109/WHPCF.2010.5671828
  • Filename
    5671828