4.0 Microseconds for a Half Round Trip

From a press release published yesterday:

Myricom Adds Design Win for High Frequency Trading with Wall Street Software and Infrastructure Specialist, Trading Physics

ARCADIA, Calif., Jan 30, 2012 (BUSINESS WIRE) -- --Achieves 4.0 microsecond latency normalizing US equity depth feeds
Myricom, the technology leader in extreme-performance 10-Gigabit Ethernet solutions specialized for vertical markets, today announces that Trading Physics, a producer of analytic software and custom market data delivery systems, has adopted Myricom's 10G-PCIE2-8C2-2S dual port SFP+ adapters along with Myricom's DBL 2.0(TM) low-latency software for High Frequency Trading (HFT) applications.

"The depth feeds contain all orders placed for equities listed on five exchanges: NYSE, NYSE/ARCA, NASDAQ, BATS, and Direct Edge -- an avalanche of data, and processing this order book data with the lowest possible latency is critical to the success of high frequency trading strategies. A customer asked us to achieve sub-five microsecond latency from the top of the switch to client server delivery. After extensive research we found Myricom's extreme performance low-latency solution to be very attractive. Unlike products from other vendors, Myricom's solution did not require the use of custom server hardware to process the feeds," said Artem Novikov, Founder of Trading Physics. "We ordered network adapters, set up a benchmarking test bed using Myricom native DBL libraries, and rapidly surpassed the target benchmark with production data. The customer is delighted with the results."...

DBL & Accurate Timestamps

Last week Myricom announced the general availability of DBL™ 2.0.2 software for its Myri-10G 10-Gigabit Ethernet network adapters.

DBL 2.0.2 provides low-latency UDP and TCP communication with transparent socket acceleration for high frequency trading (HFT) environments where cutting-edge latency performance and rapid time to deployment are required for business success. DBL 2.0.2 is supported on Linux and Windows platforms.

New features in DBL 2.0.2 include:

- Support for Myricom’s Sub-$1K Timecode-based SYNC
  10-Gigabit Ethernet Adapter.

- High accuracy packet timestamping for Cybersecurity
  and HFT applications.

- Support for large numbers of multicast groups (>32)
  in acceleration mode.

- Support for 32-bit libraries in transparent acceleration. 

*Note most of this text came from our press release.

Extreme Low-latency on Windows

With a 17 year focus on extreme low-latency networking we've gotten pretty good at shaving microseconds from every stage in the network pipeline.  Myricom has extended it's DBL2 for Windows Beta this week which provides sub 5 microsecond latency for both UDP and TCP transactions for the financial trading market (HFTs). DBL is Myricom's most popular low-latency driver, and this is the first time Windows users have been offered a low latency solution that is in the single digit microseconds. If low-latency on Windows is important to your business drop me a line, and I'll hook you up.

When Performance Matters, DBL 2.0 Delivers

Last month Myricom released DBL 2.0 for Linux with application to application latency of 3.5 microseconds for UDP and nearly 4 microseconds for TCP.  This month we're opening up a beta for DBL on Windows, and the performance is nearly identical. Imagine that single digit microsecond latencies on Windows!  To learn more visit our Financial Trading page, or if you're ready to take it for a spin then give me a call.