ACADEMIA

Mellanox Technologies has announced a benchmark result of over 598 million messages a second achieved in the HP low-latency lab in Houston, TX. Mellanox and Bon Trade Solutions achieved the result while testing RDMA messaging used in enterprise trading and pre-trade risk systems across a Mellanox InfiniBand network on HP Proliant Generation 8 (Gen8) servers running Windows Server 2008 R2.

Message rates as high as 598.4 million messages a second were produced with single digit microsecond latency. The testing included various workload scenarios, demonstrating the advantages of high bandwidth provided by two Mellanox ConnectX-3 InfiniBand adapters connected to a Mellanox SwitchX based FDR 56Gb/s InfiniBand switch. The test used all 16 processor cores on each of two HP Proliant DL 380 Gen8 servers. A full report of the test is available at www.bon-trade.com .

Bon Trade’s RMC RDMA messaging provides clients with numerous benefits. The ultra-high messaging rate enables Bon Trade to process huge amounts of quote data for their pre-trade risk calculations. RMC messaging also increases the system’s ability to handle huge order bursts from the electronic trading community. The use of RDMA across InfiniBand substantially reduces the latency of internal network hops necessary for a high availability system. Clients will see improved execution rates as their orders are consistently processed in a few microseconds. Leveraging this new technology can substantially reduce datacenter foot prints as a full enterprise trading system can now be deployed with half the servers previously required.

“Data path independence is one of the most impressive aspects of using RDMA over Mellanox InfiniBand hardware,” said Thomas McSherry, Chief System Architect of Bon Trade Solutions. “Message throughput scaled almost perfectly across all sixteen cores. We could literally predict the message rate by plugging in the source and destination CPU clock speeds. Message flow behaved like a liquid. The predictability and single-digit microsecond latency of RDMA over Mellanox hardware will translate directly into higher execution rates for our clients. The independence of the data path means we can predictably build and configure client systems that meet their requirements and budget.”

“These performance results highlight the continued success of the Microsoft, Mellanox Technologies and Bon Trade Solutions relationship in delivering ultra-high performance, low latency trade messaging,” said Joe Pagano, worldwide managing director, Banking and Capital Markets, Microsoft. “These exciting results show how we are working together to meet the needs of our customers in maximizing trading efficiency at a low TCO.”

“The addition of RDMA capabilities to Windows Server 2008 R2 opens up many new opportunities for ISVs and traders alike,” said Amir Prescher, VP of Business Development at Mellanox Technologies. “Together with Microsoft and Bon Trade, we have created a system for the high frequency and electronic trading community that offers unprecedented message rates, low latencies and high scalability on Windows Server 2008 R2.”