High Performance Compilers for Parallel Computing
High Performance Compilers for Parallel Computing
Stream-Oriented FPGA Computing in the Streams-C High Level Language
FCCM '00 Proceedings of the 2000 IEEE Symposium on Field-Programmable Custom Computing Machines
ICCD '02 Proceedings of the 2002 IEEE International Conference on Computer Design: VLSI in Computers and Processors (ICCD'02)
The Reconfigurable Streaming Vector Processor (RSVPTM)
Proceedings of the 36th annual IEEE/ACM International Symposium on Microarchitecture
Merrimac: Supercomputing with Streams
Proceedings of the 2003 ACM/IEEE conference on Supercomputing
Visions for application development on hybrid computing systems
Parallel Computing
Auto-pipe and the X language: a pipeline design tool and description language
IPDPS'06 Proceedings of the 20th international conference on Parallel and distributed processing
IPDPS'06 Proceedings of the 20th international conference on Parallel and distributed processing
DSL programmable engine for high frequency trading acceleration
Proceedings of the fourth workshop on High performance computational finance
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This paper describes an FPGA based implementation of a real time compression algorithm used in transactions between financial institutions such as exchanges and trading houses. FIX is a protocol that has gained widespread popularity for exchanging financial information such as stock prices and purchases over the Internet. If a financial trader can speed up the processing of these protocols, he can make significant financial profits by buying or selling stocks when there is a lot of variability in the share prices. Our methodology tries to recognize and exploit streaming characteristics of the software design in order to implement a pipelined parallel processing system in reconfigurable hardware. It introduces the concept of caches to keep stream pipelines filled more often. The system implemented on a Xilinx Virtex5 LX110T FPGA shows a 17x speedup in throughput over a software implementation running on a dual core Intel Pentium workstation. These techniques are being developed as part of commercial compiler project to automatically translate software binaries to streaming RTL VHDL systems.