{"id":"https://openalex.org/W2000393634","doi":"https://doi.org/10.1587/transinf.2014rcp0011","title":"Network-Level FPGA Acceleration of Low Latency Market Data Feed Arbitration","display_name":"Network-Level FPGA Acceleration of Low Latency Market Data Feed Arbitration","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2000393634","doi":"https://doi.org/10.1587/transinf.2014rcp0011","mag":"2000393634"},"language":"en","primary_location":{"id":"doi:10.1587/transinf.2014rcp0011","is_oa":true,"landing_page_url":"https://doi.org/10.1587/transinf.2014rcp0011","pdf_url":"https://www.jstage.jst.go.jp/article/transinf/E98.D/2/E98.D_2014RCP0011/_pdf","source":{"id":"https://openalex.org/S2486202937","display_name":"IEICE Transactions on Information and Systems","issn_l":"0916-8532","issn":["0916-8532","1745-1361"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4320800604","host_organization_name":"Institute of Electronics, Information and Communication Engineers","host_organization_lineage":["https://openalex.org/P4320800604"],"host_organization_lineage_names":["Institute of Electronics, Information and Communication Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEICE Transactions on Information and Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://www.jstage.jst.go.jp/article/transinf/E98.D/2/E98.D_2014RCP0011/_pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5089906338","display_name":"Stewart Denholm","orcid":"https://orcid.org/0009-0006-0184-5250"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Stewart DENHOLM","raw_affiliation_strings":["Imperial College London","Imperial College London,#TAB#"],"affiliations":[{"raw_affiliation_string":"Imperial College London","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Imperial College London,#TAB#","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024530310","display_name":"Hiroaki Inoue","orcid":"https://orcid.org/0000-0003-0043-942X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hiroaki INOUE","raw_affiliation_strings":["NEC Corporation"],"affiliations":[{"raw_affiliation_string":"NEC Corporation","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101770036","display_name":"Takashi Takenaka","orcid":"https://orcid.org/0000-0001-5338-7403"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Takashi TAKENAKA","raw_affiliation_strings":["NEC Corporation"],"affiliations":[{"raw_affiliation_string":"NEC Corporation","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5086939715","display_name":"Tobias Becker","orcid":"https://orcid.org/0000-0001-5939-6757"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Tobias BECKER","raw_affiliation_strings":["Imperial College London","Imperial College London,#TAB#"],"affiliations":[{"raw_affiliation_string":"Imperial College London","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Imperial College London,#TAB#","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057940557","display_name":"Wayne Luk","orcid":"https://orcid.org/0000-0002-6750-927X"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Wayne LUK","raw_affiliation_strings":["Imperial College London","Imperial College London,#TAB#"],"affiliations":[{"raw_affiliation_string":"Imperial College London","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Imperial College London,#TAB#","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5089906338"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":1.6641,"has_fulltext":true,"cited_by_count":11,"citation_normalized_percentile":{"value":0.85757836,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"E98.D","issue":"2","first_page":"288","last_page":"297"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10829","display_name":"Interconnection Networks and Systems","score":0.9998999834060669,"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/T10829","display_name":"Interconnection Networks and Systems","score":0.9998999834060669,"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":0.9997000098228455,"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/T10904","display_name":"Embedded Systems Design Techniques","score":0.9993000030517578,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8586196303367615},{"id":"https://openalex.org/keywords/latency","display_name":"Latency (audio)","score":0.6822273135185242},{"id":"https://openalex.org/keywords/network-packet","display_name":"Network packet","score":0.6605836749076843},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.6444342136383057},{"id":"https://openalex.org/keywords/low-latency","display_name":"Low latency (capital markets)","score":0.5385915040969849},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.4805215299129486},{"id":"https://openalex.org/keywords/virtex","display_name":"Virtex","score":0.4536820948123932},{"id":"https://openalex.org/keywords/arbitration","display_name":"Arbitration","score":0.4430449903011322},{"id":"https://openalex.org/keywords/scalability","display_name":"Scalability","score":0.42984163761138916},{"id":"https://openalex.org/keywords/computer-network","display_name":"Computer network","score":0.3469841778278351},{"id":"https://openalex.org/keywords/real-time-computing","display_name":"Real-time computing","score":0.3245158791542053},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.2092275321483612},{"id":"https://openalex.org/keywords/telecommunications","display_name":"Telecommunications","score":0.09068599343299866}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8586196303367615},{"id":"https://openalex.org/C82876162","wikidata":"https://www.wikidata.org/wiki/Q17096504","display_name":"Latency (audio)","level":2,"score":0.6822273135185242},{"id":"https://openalex.org/C158379750","wikidata":"https://www.wikidata.org/wiki/Q214111","display_name":"Network packet","level":2,"score":0.6605836749076843},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.6444342136383057},{"id":"https://openalex.org/C46637626","wikidata":"https://www.wikidata.org/wiki/Q6693015","display_name":"Low latency (capital markets)","level":2,"score":0.5385915040969849},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.4805215299129486},{"id":"https://openalex.org/C2777674469","wikidata":"https://www.wikidata.org/wiki/Q20741011","display_name":"Virtex","level":3,"score":0.4536820948123932},{"id":"https://openalex.org/C160151201","wikidata":"https://www.wikidata.org/wiki/Q207946","display_name":"Arbitration","level":2,"score":0.4430449903011322},{"id":"https://openalex.org/C48044578","wikidata":"https://www.wikidata.org/wiki/Q727490","display_name":"Scalability","level":2,"score":0.42984163761138916},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.3469841778278351},{"id":"https://openalex.org/C79403827","wikidata":"https://www.wikidata.org/wiki/Q3988","display_name":"Real-time computing","level":1,"score":0.3245158791542053},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.2092275321483612},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.09068599343299866},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1587/transinf.2014rcp0011","is_oa":true,"landing_page_url":"https://doi.org/10.1587/transinf.2014rcp0011","pdf_url":"https://www.jstage.jst.go.jp/article/transinf/E98.D/2/E98.D_2014RCP0011/_pdf","source":{"id":"https://openalex.org/S2486202937","display_name":"IEICE Transactions on Information and Systems","issn_l":"0916-8532","issn":["0916-8532","1745-1361"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4320800604","host_organization_name":"Institute of Electronics, Information and Communication Engineers","host_organization_lineage":["https://openalex.org/P4320800604"],"host_organization_lineage_names":["Institute of Electronics, Information and Communication Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEICE Transactions on Information and Systems","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1587/transinf.2014rcp0011","is_oa":true,"landing_page_url":"https://doi.org/10.1587/transinf.2014rcp0011","pdf_url":"https://www.jstage.jst.go.jp/article/transinf/E98.D/2/E98.D_2014RCP0011/_pdf","source":{"id":"https://openalex.org/S2486202937","display_name":"IEICE Transactions on Information and Systems","issn_l":"0916-8532","issn":["0916-8532","1745-1361"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4320800604","host_organization_name":"Institute of Electronics, Information and Communication Engineers","host_organization_lineage":["https://openalex.org/P4320800604"],"host_organization_lineage_names":["Institute of Electronics, Information and Communication Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEICE Transactions on Information and Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6367779196","display_name":null,"funder_award_id":"EP/I012036/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2000393634.pdf","grobid_xml":"https://content.openalex.org/works/W2000393634.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W1964054155","https://openalex.org/W2012196465","https://openalex.org/W2037353162","https://openalex.org/W2072172623","https://openalex.org/W2102596689","https://openalex.org/W2108494977","https://openalex.org/W2117482146","https://openalex.org/W2134852211","https://openalex.org/W4237355097"],"related_works":["https://openalex.org/W2544043553","https://openalex.org/W2546284597","https://openalex.org/W2348562861","https://openalex.org/W2170552397","https://openalex.org/W2540393334","https://openalex.org/W2390042878","https://openalex.org/W2062932566","https://openalex.org/W2085828379","https://openalex.org/W2271847574","https://openalex.org/W2017144313"],"abstract_inverted_index":{"Financial":[0],"exchanges":[1],"provide":[2],"market":[3,174,237],"data":[4,72,175],"feeds":[5,28],"to":[6,37,45,51,151,231],"update":[7],"their":[8],"members":[9],"about":[10],"changes":[11],"in":[12,20,35,133,218],"the":[13,86,153,159,165,168,255,265],"market.":[14],"Feed":[15],"messages":[16,186],"are":[17,33,99,203],"often":[18],"used":[19,230],"time-critical":[21],"automated":[22],"trading":[23],"applications,":[24],"and":[25,30,106,145,163,172,194,198,201,250],"two":[26],"identical":[27],"(A":[29],"B":[31],"feeds)":[32],"provided":[34,100],"order":[36],"reduce":[38],"message":[39,123],"loss.":[40],"A":[41],"key":[42],"challenge":[43],"is":[44,128,215,229],"support":[46],"A/B":[47,82],"line":[48,268],"arbitration":[49,83],"efficiently":[50],"compensate":[52],"for":[53,59,66,70,81,122,130,192,196,205],"missing":[54],"packets,":[55],"while":[56],"offering":[57],"flexibility":[58],"various":[60],"operational":[61],"modes":[62,96],"such":[63],"as":[64],"prioritising":[65,103,108],"low":[67,104,140,206],"latency":[68,155,207],"or":[69],"high":[71,109,142,184],"reliability.":[73],"This":[74],"paper":[75],"presents":[76],"a":[77,120,138,147,179,219,224],"reconfigurable":[78],"acceleration":[79],"approach":[80,234],"operating":[84],"at":[85],"network":[87,225],"level,":[88],"capable":[89],"of":[90,97,156,167,190],"supporting":[91],"any":[92],"messaging":[93],"protocol.":[94],"Two":[95],"operation":[98],"simultaneously:":[101],"one":[102,107],"latency,":[105,141],"reliability":[110,185],"with":[111,235,260],"three":[112],"dynamically":[113],"configurable":[114],"windowing":[115],"methods.":[116],"We":[117,136,161,239],"also":[118,216],"present":[119],"model":[121],"feed":[124,176],"processing":[125],"latencies":[126,189,241],"that":[127],"useful":[129],"evaluating":[131],"scalability":[132],"future":[134],"applications.":[135],"outline":[137],"new":[139],"throughput":[143],"architecture":[144],"demonstrate":[146],"cycle-accurate":[148],"testing":[149],"framework":[150],"measure":[152],"actual":[154],"packets":[157],"within":[158,223],"FPGA.":[160,182],"implement":[162],"compare":[164],"performance":[166],"NASDAQ":[169],"TotalView-ITCH,":[170,214],"OPRA":[171,197],"ARCA":[173],"protocols":[177],"using":[178],"Xilinx":[180,220],"Virtex-6":[181],"For":[183],"we":[187],"achieve":[188],"42ns":[191],"TotalView-ITCH":[193],"36.75ns":[195],"ARCA.":[199],"6ns":[200],"5.25ns":[202],"obtained":[204],"messages.":[208],"The":[209],"most":[210],"resource":[211],"intensive":[212],"protocol,":[213],"implemented":[217],"Virtex-5":[221],"FPGA":[222],"interface":[226],"card;":[227],"it":[228],"validate":[232],"our":[233],"real":[236],"data.":[238],"offer":[240],"10":[242],"times":[243,252],"lower":[244,253],"than":[245,254,263],"an":[246],"FPGA-based":[247],"commercial":[248],"design":[249],"4.1":[251],"hardware-accelerated":[256],"IBM":[257],"PowerEN":[258],"processor,":[259],"throughputs":[261],"more":[262],"double":[264],"required":[266],"10Gbps":[267],"rate.":[269]},"counts_by_year":[{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}