Title
Evaluation of high-frequency financial transaction processing in distributed memory systems
Abstract
A financial system requires processing a large-scale data stream. These data are considerably large for realtime processing. Using a distributed memory system is the most efficient means to process and store this data. In addition, using a high-performance interconnection technology such as InfiniBand is necessary because existing Ethernet technology that uses low bandwidth and possesses high latency can have detrimental effects on the financial system. In particular, in a system that processes large-scale financial data, high latency can cause financial loss. Therefore, high-performance interconnection technology is critical for processing large-scale financial data. We propose a scheme that uses high-performance interconnection technology in a distributed memory system for processing a large-scale data stream. In experiments that test the performance of our system, we use Redis, which is an open source data structure server, and messages of the size of the actual financial data in existence. Experimental results show that our distributed memory system using InfiniBand can process financial transactions with high throughput and low latency.
Year
DOI
Venue
2014
10.1145/2663761.2664234
RACS
Keywords
Field
DocType
distributed systems,experimentation,low latency,financial transaction processing,ethernet,high frequency,measurement,high-performance interconnection technology,remote direct memory access,infiniband,throughput,distributed memory system,performance,performance attributes
InfiniBand,Source data,Data stream,Computer science,Computer network,Distributed memory,Real-time computing,Ethernet,Remote direct memory access,Latency (engineering),Throughput
Conference
Citations 
PageRank 
References 
1
0.41
2
Authors
3
Name
Order
Citations
PageRank
Woochur Kim110.75
Jungmee Yun210.41
Hyedong Jung362.00