Ibm options trading
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By enabling rapid, intelligent analysis of live streaming data from a practically unlimited number of sources, IBM delivered astoundingly low latency -- the time between when data is received and when it's acted upon -- far surpassing the performance of traditional trading systems.
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According to the Financial Information Forum, the combined options and equities traffic has exploded, doubling in size every year since The challenge to ingest, analyze and automatically act upon millions of messages every second is the difference between success and failure for automated trading systems. IBM's use of its unique stream computing architecture and Blue Gene allowed for significant enhancements to real-time messaging and analytical capabilities while offering a simplified, energy-efficient underlying infrastructure.
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- IBM unveils "world's fastest" automated options trading system prototype;
In this collaboration, IBM Research scientists worked with TD Securities to create a tailored, unique system through applying advanced and emerging technologies and new approaches. We're talking about 20 times faster," he added.
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Today's exchange data rates challenge financial firms trading systems to process up to two million messages per second. The goal of any automated trading systems is to reduce the time between the receipt of market data messages and the decision, achieving a very low latency while processing extreme amounts of data.
IBM unveils "world's fastest" automated options trading system prototype
The more messages a system can process, the more decisions can be made; hence, the more valuable the system. In testing, the system was found to be capable of handling data at 21 times the speed of Options Price Reporting Authority OPRA , the world's single largest market data feed, while maintaining ultra low end-to-end latencies.
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Dealing rooms Futures and options. After Hours: IBM forms strategic partnership with process mining startup Celonis.
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