Imperial College London
Professor Wayne Luk

ProfessorWayneLuk

Faculty of Engineering, Department of Computing

Professor of Computer Engineering
 
 
 
//

Contact

 

+44 (0)20 7594 8313w.luk Website

 
 
//

Location

 

434Huxley BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@inproceedings{Fu:2017,
author = {Fu, H and He, C and Luk, W and Li, W and Yang, G},
publisher = {IEEE},
title = {A nanosecond-level hybrid table design for financial market data generators},
url = {http://hdl.handle.net/10044/1/45622},
year = {2017}
}
Download

RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - This paper proposes a hybrid sorted table designfor  minimizing  electronic  trading  latency,  with  three  maincontributions.   First,   a   hierarchical   sorted   table   with   twolevels,  a  fast  cache  table  in  reconfigurable  hardware  storingmegabytes of data items and a master table in software storinggigabytes   of   data   items.   Second,   a   full   set   of   operations,including  insertion,  deletion,  selection  and  sorting,  for  thehybrid   table   with   latency   in   a   few   cycles.   Third,   an   on-demand  synchronization  scheme  between  the  cache  table  andthe  master  table.  An  implementation  has  been  developed  thattargets an FPGA-based network card in the environment of theChina Financial Futures Exchange (CFFEX) which sustains 1-10Gb/s  bandwidth  with  latency  of  400  to  700  nanoseconds,providing  an  80-  to  125-fold  latency  reduction  compared  to  afully  optimized  CPU-based  solution,  and  a  2.2-fold  reductionover  an  existing  FPGA-based  solution.
AU  - Fu,H
AU  - He,C
AU  - Luk,W
AU  - Li,W
AU  - Yang,G
PB  - IEEE
PY  - 2017///
TI  - A nanosecond-level hybrid table design for financial market data generators
UR  - http://hdl.handle.net/10044/1/45622
ER  -
Download