Recently, STAC performed a benchmark of GemFire 6.3 on HP Proliant blade servers. The benchmark was based on a use case around position keeping on a set of equity options. With the new Data-Aware execution service in GemFire 6.3 enabled, the results were highly impressive. Below are the key results taken from the STAC benchmark, as well as a link to the entire document.
Key Results:
In a position-keeping system calculating positions on 20 books of 10,000 options, starting with 5 million trades
per book, with 20,000 market data updates per second and 2,000 new trades per second:
- Using the new data-aware execution service in GemFire 6.3, the mean time to reprice books was 0.035
seconds, or 76x faster than the established data-unaware configuration of GemFire. 99th percentile
response time for the data-aware configuration was 0.115 seconds, an improvement of 45x over the dataunaware
configuration.
- Response times were effectively invariant to the trade-capture rate, at up to 2000 trades/sec.
- The system continued operating after server failure with no loss or corruption of trades.
- The majority of CPU was left idle on the servers running GemFire in the data-aware configuration,
suggesting much room for more computationally intensive analytics.
Read the full story here:
http://www.waterstechnology.com/sell-side-technology/news/1720536/gemstone-debuts-new-gemfire-architecture