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Americas Headquarters
Cisco Systems, Inc.
170 West Tasman Drive
San Jose, CA 95134-1706
USA
http://www.cisco.com
Tel: 408 526-4000
800 553-NETS (6387)
Fax: 408 527-0883
High Performance Trading/Algo Speed
with Wombat Design and Implementation
Guide
January 24, 2008
Text Part Number: OL-15617-01
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Strany 1 - Text Part Number: OL-15617-01

Americas HeadquartersCisco Systems, Inc.170 West Tasman DriveSan Jose, CA 95134-1706 USAhttp://www.cisco.comTel: 408 526-4000800 553-NETS (6387)Fax:

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6High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureAutomated Trading Architect

Strany 3 - CONTENTS

7High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 3 shows a high-level

Strany 4 - Contents

8High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 4 shows the “buy” si

Strany 5 - Introduction

9High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 5 shows the “sell” s

Strany 6 - Introduction

10High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesConcept Features We are proposing a serv

Strany 7 - Target Audience

11High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesThe main Algo Speed features are as foll

Strany 8 - Automated Trading Benefits

12High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesNetworkingOperating SystemApplication So

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13High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Test Implementation FrameworkTest Implementation Framewo

Strany 10 - Management

14High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingTestingMethodologyTest SetupSix servers are arran

Strany 11 - OL-15617-01

15High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 8Test SetupProceduresA remote shell script

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ALL DESIGNS, SPECIFICATIONS, STATEMENTS, INFORMATION, AND RECOMMENDATIONS (COLLECTIVELY, "DESIGNS") IN THIS MANUAL ARE PRESENTED "AS I

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16High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Testingthe mcpub instances were instructed to begin play

Strany 14 - Concept Features

17High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingTesting ResultsMean LatencyThe sections below tab

Strany 15 - Tested Components

18High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 9 shows a histogram of the mean latency ob

Strany 16 - Operating System

19High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 10 Latency vs Update Rate at 1x Recorded R

Strany 17 - Test Implementation Framework

20High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Testing4x Recorded RatesWhen mcpub/papareply was program

Strany 18 - Methodology

21High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 11 plots a histogram of the mean latency o

Strany 19 - Procedures

22High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 12 plots the updates per second (per OPRA

Strany 20 - Limitations

23High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingStandard DeviationTable 8 and Table 9 show the re

Strany 21 - Testing Results

24High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingThe standard deviation for the Cisco InfiniBand i

Strany 22 - Testing

25High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 13 and Figure 14 show a histogram of stand

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iHigh Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01CONTENTSIntroduction 1-1Target Audience 1-3Target M

Strany 24 - 4x Recorded Rates

26High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 14 Standard Deviation of Latency Histogram

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27High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingMax LatenciesFigure 15 and Figure 16 show the dis

Strany 26 - Latency Dispersion

28High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device ConfigurationFigure 16 Max Latency His

Strany 27 - Standard Deviation

29High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configurationthird-party authority to

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30High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!!fabric buffer-reserve q

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31High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address shutdown!i

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32High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address shutdown!i

Strany 31 - Max Latencies

33High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport switchport ac

Strany 32 - Catalyst Switch Configuration

34High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport mode access n

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35High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!interface GigabitEtherne

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ContentsiiHigh Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01Configure Ethernet AtTributes of Leaf Switches

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36High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration! interface Gigab

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37High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!interface GigabitEtherne

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38High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport access vlan 1

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39High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address!interface

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40High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration transport input lat pad

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41High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration speed 4x-sdr!interface i

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42High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesAppendix B—B

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43High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches • Focus on

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44High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesWhere do I p

Strany 44 - SFS 7000 Configuration (Core)

45High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesWhere do I p

Strany 45

Corporate Headquarters:Copyright © 2007 Cisco Systems, Inc. All rights reserved.Cisco Systems, Inc., 170 West Tasman Drive, San Jose, CA 95134-1706 US

Strany 46 - The Basics

46High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesNote Dashed

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47High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesHow will I i

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48High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesInstall Inte

Strany 49 - Configurations

49High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesConfigure Et

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50High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesValidate the

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51High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesThe text tha

Strany 52 - Rack and Cable All Hardware

52High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesInstall Driv

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53High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesTroubleshoot

Strany 54 - Perform a Physical Inspection

54High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesLook at Port

Strany 55 - Install Drivers from a CD

55High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesIn the event

Strany 56 - Persistence

2High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Introductionmemory read/writes, as well as kernel bypass.

Strany 57 - Troubleshoot “Bring Up” Pod

56High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches • Fabric m

Strany 58 - Look at Port Errors

57High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches5. Internal

Strany 59 - Troubleshooting after Pruning

58High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches

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3High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionFigure 1 shows the general automated trading

Strany 61 - 6. Internal link

4High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionTarget MarketFinancial services firms require

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5High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionRegulatory changes such as Reg NMS generate m

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