{"id":"https://openalex.org/W2111898907","doi":"https://doi.org/10.1145/1645413.1645420","title":"Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware","display_name":"Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware","publication_year":2009,"publication_date":"2009-11-15","ids":{"openalex":"https://openalex.org/W2111898907","doi":"https://doi.org/10.1145/1645413.1645420","mag":"2111898907"},"language":"en","primary_location":{"id":"doi:10.1145/1645413.1645420","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1645413.1645420","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2nd Workshop on High Performance Computational Finance","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5001145982","display_name":"Xiaolan J. Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Xiaolan J. Zhang","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108345638","display_name":"Henrique Andrade","orcid":"https://orcid.org/0000-0002-1068-7219"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Henrique Andrade","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001375267","display_name":"Bu\u011fra Gedik","orcid":"https://orcid.org/0000-0002-0622-1141"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Bu\u011fra Gedik","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112719854","display_name":"Richard P. King","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Richard King","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012047402","display_name":"J. F. Morar","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"John Morar","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5086138711","display_name":"Senthil Nathan","orcid":"https://orcid.org/0000-0002-5011-516X"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Senthil Nathan","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082423487","display_name":"Yoonho Park","orcid":"https://orcid.org/0000-0002-9837-0741"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yoonho Park","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087072038","display_name":"Raju Pavuluri","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Raju Pavuluri","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079585152","display_name":"Edward Pring","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Edward Pring","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067901089","display_name":"Randall Schnier","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Randall Schnier","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034269643","display_name":"Philippe Selo","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Philippe Selo","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062003273","display_name":"Michael W. Spicer","orcid":"https://orcid.org/0000-0003-2463-3083"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael Spicer","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069642479","display_name":"Volkmar Uhlig","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Volkmar Uhlig","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010717199","display_name":"Chitra Venkatramani","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Chitra Venkatramani","raw_affiliation_strings":["IBM Watson Research Center and IBM Software Group","IBM Watson Research Center and IBM Software Group#TAB#"],"affiliations":[{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group","institution_ids":["https://openalex.org/I1341412227"]},{"raw_affiliation_string":"IBM Watson Research Center and IBM Software Group#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":14,"corresponding_author_ids":["https://openalex.org/A5001145982"],"corresponding_institution_ids":["https://openalex.org/I1341412227"],"apc_list":null,"apc_paid":null,"fwci":5.1427,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.95730943,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ibm","display_name":"IBM","score":0.6680560111999512},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6425579786300659},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.6270774006843567},{"id":"https://openalex.org/keywords/infiniband","display_name":"InfiniBand","score":0.6077636480331421},{"id":"https://openalex.org/keywords/latency","display_name":"Latency (audio)","score":0.559201180934906},{"id":"https://openalex.org/keywords/ethernet","display_name":"Ethernet","score":0.5582653880119324},{"id":"https://openalex.org/keywords/low-latency","display_name":"Low latency (capital markets)","score":0.5358734130859375},{"id":"https://openalex.org/keywords/remote-direct-memory-access","display_name":"Remote direct memory access","score":0.5207690596580505},{"id":"https://openalex.org/keywords/middleware","display_name":"Middleware (distributed applications)","score":0.461347371339798},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.39135777950286865},{"id":"https://openalex.org/keywords/computer-network","display_name":"Computer network","score":0.27941375970840454},{"id":"https://openalex.org/keywords/telecommunications","display_name":"Telecommunications","score":0.1577695608139038}],"concepts":[{"id":"https://openalex.org/C70388272","wikidata":"https://www.wikidata.org/wiki/Q5968558","display_name":"IBM","level":2,"score":0.6680560111999512},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6425579786300659},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.6270774006843567},{"id":"https://openalex.org/C2781030343","wikidata":"https://www.wikidata.org/wiki/Q922437","display_name":"InfiniBand","level":2,"score":0.6077636480331421},{"id":"https://openalex.org/C82876162","wikidata":"https://www.wikidata.org/wiki/Q17096504","display_name":"Latency (audio)","level":2,"score":0.559201180934906},{"id":"https://openalex.org/C172173386","wikidata":"https://www.wikidata.org/wiki/Q79984","display_name":"Ethernet","level":2,"score":0.5582653880119324},{"id":"https://openalex.org/C46637626","wikidata":"https://www.wikidata.org/wiki/Q6693015","display_name":"Low latency (capital markets)","level":2,"score":0.5358734130859375},{"id":"https://openalex.org/C130795937","wikidata":"https://www.wikidata.org/wiki/Q2561570","display_name":"Remote direct memory access","level":2,"score":0.5207690596580505},{"id":"https://openalex.org/C169468491","wikidata":"https://www.wikidata.org/wiki/Q146923","display_name":"Middleware (distributed applications)","level":2,"score":0.461347371339798},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.39135777950286865},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.27941375970840454},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.1577695608139038},{"id":"https://openalex.org/C171250308","wikidata":"https://www.wikidata.org/wiki/Q11468","display_name":"Nanotechnology","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1645413.1645420","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1645413.1645420","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2nd Workshop on High Performance Computational Finance","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4099999964237213,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1517058083","https://openalex.org/W1692590824","https://openalex.org/W2028336232","https://openalex.org/W2070379602","https://openalex.org/W2115276322","https://openalex.org/W2115438344","https://openalex.org/W2147544162","https://openalex.org/W2159844592","https://openalex.org/W2161229477","https://openalex.org/W2163669185"],"related_works":["https://openalex.org/W1978254186","https://openalex.org/W4245217724","https://openalex.org/W4390917331","https://openalex.org/W1984788566","https://openalex.org/W4253931064","https://openalex.org/W3166154920","https://openalex.org/W2154082760","https://openalex.org/W1964981582","https://openalex.org/W4282599985","https://openalex.org/W2104094072"],"abstract_inverted_index":{"A":[0],"stock":[1],"market":[2,18,31,102],"data":[3,10,103],"processing":[4],"system":[5,43,88],"that":[6,40],"can":[7,44,89],"handle":[8],"high":[9],"volumes":[11],"at":[12,95,110],"low":[13],"latencies":[14],"is":[15,59],"critical":[16,24],"to":[17],"makers.":[19],"Such":[20],"systems":[21],"play":[22],"a":[23,42],"role":[25],"in":[26],"algorithmic":[27],"trading,":[28],"risk":[29],"analysis,":[30],"surveillance,":[32],"and":[33,50,85,105],"many":[34],"other":[35],"related":[36],"areas.":[37],"We":[38],"show":[39],"such":[41],"be":[45],"built":[46],"with":[47,67,83],"general-purpose":[48],"middleware":[49,56],"run":[51],"on":[52],"commodity":[53,79],"hardware.":[54],"The":[55],"we":[57],"use":[58],"IBM":[60,71],"System":[61],"S,":[62],"which":[63],"has":[64],"been":[65],"augmented":[66],"transport":[68],"technology":[69],"from":[70],"WebSphere":[72],"MQ":[73],"Low":[74],"Latency":[75],"Messaging.":[76],"Using":[77],"eight":[78],"x86":[80],"blades":[81],"connected":[82],"Ethernet":[84],"Infiniband,":[86],"this":[87],"achieve":[90],"80":[91],"\u03bcsec":[92,107],"average":[93,108],"latency":[94,109],"3":[96],"times":[97,112],"the":[98,113],"February":[99,114],"2008":[100,115],"options":[101],"rate":[104],"206":[106],"15":[111],"rate.":[116]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
