High-Frequency Trading (HFT) systems require high computational performance for real-time trading and data analysis. The FAST protocol, an extension of the FIX protocol, is one of the main patterns adopted by these systems. This work implements an open-source component in FPGA-based hardware to decode financial messages and output the necessary tags for order book updates. The component implements the FAST and FIX protocols versions adopted by the B3 Brazilian stock exchange. The proposed hardware decodes messages with an average latency of 0.72us, and average throughput of 1.4 millions FAST messages per second, representing a reduction of two orders of magnitude compared to the same implementation executed in a software processo.Os sistema...
O aumento constante da demanda por desempenho e eficiência, e a barreira imposta ao aumento da frequ...
Em nosso trabalho analisamos os dados provenientes da BM&F Bovespa, a bolsa de valores de São Paulo,...
Electronic trading in global markets and exchanges requires sophisticated communication and data man...
From the early Fanes of foreign trade which consisted of direct exchange of commodities, financial e...
Information technology forms an important part of the world and algorithmic trading has already beco...
In High Frequency Trading systems, a large number of orders needs to be processed with minimal laten...
FPGAs are powerful components as they allow for faster verification, helping accelerate the developm...
Esta dissertação apresenta um sistema para processamento digital de sinais através de dispositivos d...
New technological advancements with high performance computing in electronical markets and the need ...
Abstract—A critical source of information in automated trad-ing is provided by market data feeds fro...
Ultranopeassa automatisoidussa kaupankäynnissä (HFT) aika on rahaa ja jo millisekunnin etu kilpailij...
New technological advancements with high performance computing in electronical markets and the need ...
[EN] Reed-Solomon error correcting codes are being included in the last 100 Gbps Ethernet standards....
Assim como a complexidade dos sistemas digitais tem avançado continuamente ao longo dos anos, a dos ...
Error-correcting codes are present in almost all modern data communications and data storage systems...
O aumento constante da demanda por desempenho e eficiência, e a barreira imposta ao aumento da frequ...
Em nosso trabalho analisamos os dados provenientes da BM&F Bovespa, a bolsa de valores de São Paulo,...
Electronic trading in global markets and exchanges requires sophisticated communication and data man...
From the early Fanes of foreign trade which consisted of direct exchange of commodities, financial e...
Information technology forms an important part of the world and algorithmic trading has already beco...
In High Frequency Trading systems, a large number of orders needs to be processed with minimal laten...
FPGAs are powerful components as they allow for faster verification, helping accelerate the developm...
Esta dissertação apresenta um sistema para processamento digital de sinais através de dispositivos d...
New technological advancements with high performance computing in electronical markets and the need ...
Abstract—A critical source of information in automated trad-ing is provided by market data feeds fro...
Ultranopeassa automatisoidussa kaupankäynnissä (HFT) aika on rahaa ja jo millisekunnin etu kilpailij...
New technological advancements with high performance computing in electronical markets and the need ...
[EN] Reed-Solomon error correcting codes are being included in the last 100 Gbps Ethernet standards....
Assim como a complexidade dos sistemas digitais tem avançado continuamente ao longo dos anos, a dos ...
Error-correcting codes are present in almost all modern data communications and data storage systems...
O aumento constante da demanda por desempenho e eficiência, e a barreira imposta ao aumento da frequ...
Em nosso trabalho analisamos os dados provenientes da BM&F Bovespa, a bolsa de valores de São Paulo,...
Electronic trading in global markets and exchanges requires sophisticated communication and data man...