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derek


Total Posts: 55
Joined: Jan 2009
 
Posted: 2010-04-21 14:22

It seems these guys implemented a matching engine using FPGAs.

http://www.automatedtrader.net/headlines/37740/algo-technologies-unveils-algo-m2-exchangemtf-matching-engine

Based on the roundtrip times of 16 microseconds they are reporting, I would expect the gateway + IP stack is also implemented using FPGAs.

Nice job.


alipson


Total Posts: 9
Joined: May 2006
 
Posted: 2010-06-11 12:48
This presentation also has a couple of comments + ideas on fpgas.

Attached File: fpga_qmf_20081217.pdf

WallStreetFPGA


Total Posts: 2
Joined: May 2012
 
Posted: 2012-05-04 06:22
Check out this article on FPGAs: http://www.low-latency.com/article/101-introduction-fpgas

And our website http://www.wallstreetfpga.com/ where we have papers on FIX on an FPGA, Option Pricing, and QuantLib

Why FPGAs are fast? http://research.microsoft.com/apps/pubs/default.aspx?id=70636

http://www.wallstreetfpga.com

janne


Total Posts: 4
Joined: May 2012
 
Posted: 2012-05-16 15:15
Could stock exchanges who disseminates the data feed decrease the latency if they used FPGA instead of serial processing? Would it make sense at all, advantages or disadvantages?

WallStreetFPGA


Total Posts: 2
Joined: May 2012
 
Posted: 2012-05-16 23:46
Do you mean for making many copies of data for distribution over multiple network paths? If so, then yes. FPGAs can benefit custom re-configurable network hardware.

http://www.wallstreetfpga.com

andre_the_giant


Total Posts: 15
Joined: Apr 2010
 
Posted: 2012-07-04 23:17
If people are actually interested in this, there were 3 thalesians seminars on this topic. I attended the latest one, and watched the second one. No idea if the third one is any good.

Latest one: Raj Joshi of Eigen Systems

Maxeler Technologies Thalesians Talk

The third one I haven't yet watched...
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