Design, implementation, and evaluation of the linear road bnchmark on the stream processing core
Proceedings of the 2006 ACM SIGMOD international conference on Management of data
Adaptive Control of Extreme-scale Stream Processing Systems
ICDCS '06 Proceedings of the 26th IEEE International Conference on Distributed Computing Systems
Towards Autonomic Fault Recovery in System-S
ICAC '07 Proceedings of the Fourth International Conference on Autonomic Computing
VLDB '07 Proceedings of the 33rd international conference on Very large data bases
SPADE: the system s declarative stream processing engine
Proceedings of the 2008 ACM SIGMOD international conference on Management of data
SODA: an optimizing scheduler for large-scale stream-based distributed computer systems
Proceedings of the 9th ACM/IFIP/USENIX International Conference on Middleware
Scale-Up Strategies for Processing High-Rate Data Streams in System S
ICDE '09 Proceedings of the 2009 IEEE International Conference on Data Engineering
Evaluation of streaming aggregation on parallel hardware architectures
Proceedings of the Fourth ACM International Conference on Distributed Event-Based Systems
Design principles for developing stream processing applications
Software—Practice & Experience - Focus on Selected PhD Literature Reviews in the Practical Aspects of Software Technology
From a stream of relational queries to distributed stream processing
Proceedings of the VLDB Endowment
Visual debugging for stream processing applications
RV'10 Proceedings of the First international conference on Runtime verification
Inter-domain stealthy port scan detection through complex event processing
EWDC '11 Proceedings of the 13th European Workshop on Dependable Computing
Ultra low latency market data feed on IBM PowerENTM
Computer Science - Research and Development
Distributed middleware reliability and fault tolerance support in system S
Proceedings of the 5th ACM international conference on Distributed event-based system
Software—Practice & Experience
An event-based platform for collaborative threats detection and monitoring
Information Systems
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A stock market data processing system that can handle high data volumes at low latencies is critical to market makers. Such systems play a critical role in algorithmic trading, risk analysis, market surveillance, and many other related areas. We show that such a system can be built with general-purpose middleware and run on commodity hardware. The middleware we use is IBM System S, which has been augmented with transport technology from IBM WebSphere MQ Low Latency Messaging. Using eight commodity x86 blades connected with Ethernet and Infiniband, this system can achieve 80 μsec average latency at 3 times the February 2008 options market data rate and 206 μsec average latency at 15 times the February 2008 rate.