Altera OPRA FAST Parser Design Example for FPGA and high frequency trading aka HFT use case

(Last Updated On: September 1, 2014)
Learn the Secret

Get  our 2 Free Books

Get these now which land directly to their inbox.
Invalid email address

Altera OPRA FAST Parser Design Example for FPGA and high frequency trading aka HFT use case

This came in from an FPGA expert so thanks to him

This example demonstrates an Open Computing Language (OpenCLTM) implementation of a parser for the OPRA FAST standard. OPRA FAST is a standard developed for high-throughput and low-latency communication in financial markets; more information can be found at www.opradata.com.

The kernel parses incoming compressed OPRA Fast data from a UDP offload engine, and returns a subset of fields over Ethernet with the UDP offload engine. The UDP offload engines are represented as I/O channels to the kernel.

The kernel in this example is designed to process data at a line rate of 10G. More information is available in the OPRA FAST Overview and Implementation document available in the Downloads section below.

Features

  • Channels vendor extension
  • Low-latency for latency-sensitive application
  • Single work-item kernel

http://www.altera.com/support/examples/opencl/opra-fast.html

 

Join my FREE newsletter to see how this proceeds 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in HFT High Frequency Trading and tagged , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs