From Len
The Registered I/O Networking Extensions, RIO, is a new API that has been added to Winsock to support high-speed networking for increased networking performance with lower latency and jitter. These extensions are targeted primarily for server applications and use pre-registered data buffers and completion queues to increase performance.
Is Microsoft moving towards the day where people will consider them for a HFT stack?
©2011 Marc Adler - All Rights Reserved. All opinions here are personal, and have no relation to my employer.
The Registered I/O Networking Extensions, RIO, is a new API that has been added to Winsock to support high-speed networking for increased networking performance with lower latency and jitter. These extensions are targeted primarily for server applications and use pre-registered data buffers and completion queues to increase performance.
Is Microsoft moving towards the day where people will consider them for a HFT stack?
©2011 Marc Adler - All Rights Reserved. All opinions here are personal, and have no relation to my employer.
5 comments:
Hi Marc, good to read you blogging again.
Is Latency and Jitter on Windows currently that far behind Linux or Unix's? What numbers (Microseconds, Millseconds) are involved here?
It might not be that far behind, but it's the perception that counts. People are still hesitatant to use Windows machines in a server-side role. Any bit of positive publicity counts.
Windows is not milliseconds behind in response latency. You can get sub-millisecond response latency from Windows.
That said, linux is better.
(from Derek Li)
I think top HFTs will do some hacks in Linux kernel. It is impossible for windows obviously.
Thank you for your replies, they affirm my bare assumptions.
Talking network layer I recently stepped across zeromg,
http://www.zeromq.org/
Nicholas Piël has a good introduction:
http://nichol.as/zeromq-an-introduction
It is between sockets and the full fledged MQ services.
Post a Comment