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6High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureAutomated Trading Architect
7High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 3 shows a high-level
8High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 4 shows the “buy” si
9High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Automated Trading ArchitectureFigure 5 shows the “sell” s
10High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesConcept Features We are proposing a serv
11High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesThe main Algo Speed features are as foll
12High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Concept FeaturesNetworkingOperating SystemApplication So
13High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Test Implementation FrameworkTest Implementation Framewo
14High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingTestingMethodologyTest SetupSix servers are arran
15High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 8Test SetupProceduresA remote shell script
ALL DESIGNS, SPECIFICATIONS, STATEMENTS, INFORMATION, AND RECOMMENDATIONS (COLLECTIVELY, "DESIGNS") IN THIS MANUAL ARE PRESENTED "AS I
16High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Testingthe mcpub instances were instructed to begin play
17High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingTesting ResultsMean LatencyThe sections below tab
18High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 9 shows a histogram of the mean latency ob
19High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 10 Latency vs Update Rate at 1x Recorded R
20High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Testing4x Recorded RatesWhen mcpub/papareply was program
21High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 11 plots a histogram of the mean latency o
22High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 12 plots the updates per second (per OPRA
23High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingStandard DeviationTable 8 and Table 9 show the re
24High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingThe standard deviation for the Cisco InfiniBand i
25High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 13 and Figure 14 show a histogram of stand
iHigh Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01CONTENTSIntroduction 1-1Target Audience 1-3Target M
26High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingFigure 14 Standard Deviation of Latency Histogram
27High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 TestingMax LatenciesFigure 15 and Figure 16 show the dis
28High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device ConfigurationFigure 16 Max Latency His
29High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configurationthird-party authority to
30High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!!fabric buffer-reserve q
31High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address shutdown!i
32High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address shutdown!i
33High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport switchport ac
34High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport mode access n
35High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!interface GigabitEtherne
ContentsiiHigh Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01Configure Ethernet AtTributes of Leaf Switches
36High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration! interface Gigab
37High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration!interface GigabitEtherne
38High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration switchport access vlan 1
39High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration no ip address!interface
40High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration transport input lat pad
41High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix A—Device Configuration speed 4x-sdr!interface i
42High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesAppendix B—B
43High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches • Focus on
44High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesWhere do I p
45High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesWhere do I p
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46High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesNote Dashed
47High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesHow will I i
48High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesInstall Inte
49High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesConfigure Et
50High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesValidate the
51High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesThe text tha
52High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesInstall Driv
53High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesTroubleshoot
54High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesLook at Port
55High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring SwitchesIn the event
2High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Introductionmemory read/writes, as well as kernel bypass.
56High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches • Fabric m
57High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches5. Internal
58High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 Appendix B—Building and Configuring Switches
3High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionFigure 1 shows the general automated trading
4High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionTarget MarketFinancial services firms require
5High Performance Trading/Algo Speed with Wombat Design and Implementation GuideOL-15617-01 IntroductionRegulatory changes such as Reg NMS generate m
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