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Use of FPGA in financial markets for quant development

(Last Updated On: November 11, 2011)

Use of FPGA in financial markets for quant development

I have been hearing a lot about use of FPGA’s for low latency in financial markets . But mostly it is on the trader side (typically for algorithmic traders). Are there any instances wherein Exchanges have also used FPGA’s for reducing latencies on exchange side? Lightning fast market data dissemination is the talk of town these days. Considering that exchanges use C++, Linux as their backends, how is scope of C++ being the chosen language for generating binaries that run on FPGAs??

I recently read news that Nasdaq will be offering an FPGA enhanced version of Totalview (ITCH) market feed expected to be up to 7 times faster than their current offering.

 

HFT Technologies offers FPGA accelerated CME, CBOT, NYMEX/COMEX Ultra Low Latency Price Feed Handler that is sub 7 microsecond.

Team that up with our FIX Gateway with a throughput of sun 5 microsecond and you will be competitive with the big boys.

 

 

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