FPGA accelerated computing for stock trading financial application
A technique called high-frequency trading is used in financial trading where huge number of stock trading is handled simultaneously through electronics systems means. Normal/traditional CPU based systems cannot handle huge amount of data without latency. To achieve very low latency , customised hardware is used based on field programmable gate array (FPGA) chips.
Fujitsu developed an innovative architecture which company claims to deliver computation performance of 10,000 times faster than a conventional computer, which can be very well utilised for financial trading application. The concept used in this computer is a kind of combinatorial optimization system.
Basic optimization circuit based on digital circuitry is the building block of Fujitsu's new system. Multiple such building blocks are driven in parallel in hierarchical structure . Basically, the structure minimizes the volume of data that is move between the basic optimization circuits. So, it is possible to implement them in parallel at high density using what other semiconductors available now in the market. The structure is fully corrected and allows signals to move freely within and between basic optimization circuits so that architecture can handle a wide range of problems. Well this is about optimization circuit. There is also acceleration technology used in this.
Related to Acceleration technology within the basic of the optimization circuits, Fujitsu uses field programmable gatery FPGA as a basic optimization circuit.
FPGAs are used for decoding and data- stream handling and processing some set of trading related algorithms which fixed type. High performance ethernet switches are used in high-frequency trading. BittWare and LDA target this market by offering low latency 48-Port FPGA Networking Appliance.
10/25 Gbps capable FPGA board from BittWare and LDA designed using Xilinx UltraScale VU095 FPGA is a 48-port networking product for financial processing applications. This board uses PCIe lanes for additional 10 GbE ports.
Other features include: Layer 1 replication, support for different processors and operating systems, and also a high-accuracy clock source allow accurate time stamping in data centers with no GPS connectivity.