FPGA Based Low-Latency Market Data Feed Handler

Author(s):  
Liyuan Zhou ◽  
Jiang Jiang ◽  
Ruochen Liao ◽  
Tianyi Yang ◽  
Chang Wang
Keyword(s):  
2019 ◽  
Vol 28 (03) ◽  
pp. 1950050
Author(s):  
Yuhao Dou ◽  
Yisu Zhou ◽  
Bo Xin

In securities trading, low latency helps investors take the leading position in the market. Conventionally, market data is decoded with software running on general computers. However, the serial structure of software and complex operating system scheduling cause high latency. This paper designs an accelerator for decoding market data based on field-programmable gate array (FPGA). We propose a pipeline in the accelerator, where every part works independently and parallelly. Furthermore, we present a mechanism for encoding templates, which avoids reconstructing the accelerator and decreases the cost when the template is renewed. We evaluate this accelerator with real Financial Information eXchange (FIX) messages and FIX Adapting for Streaming (FAST) templates, attaining an average latency of 447[Formula: see text]ns.


2009 ◽  
Author(s):  
Gareth W. Morris ◽  
David B. Thomas ◽  
Wayne Luk

2015 ◽  
Vol E98.D (2) ◽  
pp. 288-297 ◽  
Author(s):  
Stewart DENHOLM ◽  
Hiroaki INOUE ◽  
Takashi TAKENAKA ◽  
Tobias BECKER ◽  
Wayne LUK

2011 ◽  
Vol 42 (1) ◽  
pp. 37-56 ◽  
Author(s):  
Yoonho Park ◽  
Richard King ◽  
Senthil Nathan ◽  
Wesley Most ◽  
Henrique Andrade

2011 ◽  
Vol 26 (3-4) ◽  
pp. 307-315 ◽  
Author(s):  
Davide Pasetto ◽  
Karol Lynch ◽  
Robert Tucker ◽  
Brendan Maguire ◽  
Fabrizio Petrini ◽  
...  
Keyword(s):  

2014 ◽  
Vol 11 (1) ◽  
pp. 11-22 ◽  
Author(s):  
Jonathan Chaloff

The growing complexity of selection criteria for discretionary labour migration in OECD countries has been accompanied by an expanded demand for labour market analysis and consultation with stakeholders. While some features of general or detailed criteria may be fixed in legislation, numerical quotas or targets, shortage lists, and multiple-criteria points-based systems are generally subject to periodic review and revision based on labour market data and consultation with stakeholders. Official government bodies have maintained co-ordination of this process, with varying degrees of externalization. In most countries expertise is internal, with recourse to external mandated bodies rare. In almost all cases, however, the process is designed to promote consensus around the policy while maintaining political control.


2020 ◽  
Vol 140 (12) ◽  
pp. 1297-1306
Author(s):  
Shu Takemoto ◽  
Kazuya Shibagaki ◽  
Yusuke Nozaki ◽  
Masaya Yoshikawa

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