In this video from the 2016 OpenFabrics Workshop, Ralph Barth and Joachim Stenzel from Deutsche Borse AG present: InfiniBand as Core Network in an Exchange Application.
“Group Deutsche Boerse is a global financial service organization covering the entire value chain from trading, market data, clearing, settlement to custody. While reliability has been a fundamental requirement for exchanges since the introduction of electronic trading systems in the 1990s, since about 10 years also low and predictable latency of the entire system has become a major design objective. Both issues have been important architecture considerations, when Deutsche Boerse started to develop an entirely new derivatives trading system T7 for its options market in the US (ISE) in 2008. As the best fit at the time a combination of InfiniBand with IBM WebSphere MQ Low Latency Messaging (WLLM) as the messaging solution was determined. Since then the same system has been adopted for EUREX, one of the largest derivatives exchanges in the world, and is now also extended to cover cash markets. The session will present the design of the application and its interdependence with the combination of InfiniBand and WLLM. Also practical experiences with InfiniBand in the last couple of years will be reflected upon.”