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Vista - Building my dream stock market system

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Old 12-21-2006   #1 (permalink)


 
 

Building my dream stock market system

Folks:


I am trying to setup a dream system for trading in the Stock Market.

I am planning to use about 4 big monitors. For my processor(s) I am
looking for something very, very powerful. Here is the question:


** What is the best way to bring massive amounts of scalable processing
power to my dream system ? **

Do I link the processors of several regular PCs or servers ?
Should I use some kind of virtualization ?
Should I use Windows Media Center & Home Theater PC ?
Appreciate if someone can point me to the right newsgroup.

Thanks in advance for any suggestion or references that lead me in the right
direction ?



Thanks,
Jo.




My System SpecsSystem Spec
Old 12-21-2006   #2 (permalink)
Mark-Allen [160825]


 
 

Re: Building my dream stock market system

Hi Jo,

I designed, built, and managed over 400 servers for trading on SWX, Virt-X,
Eurex, and Xetra. If you want to discuss the hardware, software side, send
me an email to the address below and I'll try to help you out.

The basic setup was Citrix software running on Compaq DL-360s. Each trader
had up to 8 monitors (Eizo 19"), 1 or 2 keyboards, and up to 5 servers to
configure which monitor got which system(s). Pretty slick.

--
Mark-Allen Perry
160825 / 1112165
Windows Vista X64 Ultimate
RTM Build 6000.16386
ALPHA Systems
Marly, Switzerland
mark-allen @ mvps . org



<JoJo> wrote in message news:emPLgDXJHHA.1424@TK2MSFTNGP04.phx.gbl...
> Folks:
>
>
> I am trying to setup a dream system for trading in the Stock Market.
>
> I am planning to use about 4 big monitors. For my processor(s) I am
> looking for something very, very powerful. Here is the question:
>
>
> ** What is the best way to bring massive amounts of scalable processing
> power to my dream system ? **
>
> Do I link the processors of several regular PCs or servers ?
> Should I use some kind of virtualization ?
> Should I use Windows Media Center & Home Theater PC ?
> Appreciate if someone can point me to the right newsgroup.
>
> Thanks in advance for any suggestion or references that lead me in the
> right direction ?
>
>
>
> Thanks,
> Jo.
>
>
>


My System SpecsSystem Spec
Old 12-22-2006   #3 (permalink)
Synapse Syndrome


 
 

Re: Building my dream stock market system

<JoJo> wrote in message news:emPLgDXJHHA.1424@TK2MSFTNGP04.phx.gbl...
> Folks:
>
>
> I am trying to setup a dream system for trading in the Stock Market.
>
> I am planning to use about 4 big monitors. For my processor(s) I am
> looking for something very, very powerful. Here is the question:
>
>
> ** What is the best way to bring massive amounts of scalable processing
> power to my dream system ? **
>
> Do I link the processors of several regular PCs or servers ?
> Should I use some kind of virtualization ?
> Should I use Windows Media Center & Home Theater PC ?
> Appreciate if someone can point me to the right newsgroup.
>
> Thanks in advance for any suggestion or references that lead me in the
> right direction ?



"Should I use Windows Media Center & Home Theater PC ?"

WTF?

If you look at the Ultramon gallery, quite a lot of the users' systems are
used for stck trading. Maybe looking at their hardware details would give
you some ideas.

http://www.realtimesoft.com/multimon/gallery.asp

ss.

My System SpecsSystem Spec
Old 12-22-2006   #4 (permalink)
Frank


 
 

Re: Building my dream stock market system

<http://store.apple.com/1-800-MY-APPLE/WebObjects/AppleStore.woa/wa/RSLID?mco=4F8E07C4&nclm=MacPro>

<JoJo> wrote in message news:emPLgDXJHHA.1424@TK2MSFTNGP04.phx.gbl...
> Folks:
>
>
> I am trying to setup a dream system for trading in the Stock Market.
>
> I am planning to use about 4 big monitors. For my processor(s) I am
> looking for something very, very powerful. Here is the question:
>
>
> ** What is the best way to bring massive amounts of scalable
> processing power to my dream system ? **
>
> Do I link the processors of several regular PCs or servers
> ?
> Should I use some kind of virtualization ?
> Should I use Windows Media Center & Home Theater PC ?
> Appreciate if someone can point me to the right newsgroup.
>
> Thanks in advance for any suggestion or references that lead me in the
> right direction ?
>
>
>
> Thanks,
> Jo.
>
>
>



My System SpecsSystem Spec
Old 12-22-2006   #5 (permalink)


 
 

Processors for dream stock market system

Folks:


Thanks for the many replies & leads to date. The gallery of information from
Frank was really cool.
So far, I have seen some very interesting designs. Here we go with the
inevitable follow up issue:

Let us focus on the engine to drive this system, ie the PROCESSORS.

* What is the best way to setup/create massive amounts of processing
power to drive my system ?

Should I use dual/quad processors ? If I have 3 dual processor systems; is
there a way to 'join" the processors of
these computers together so that they are functioning as a single processing
unit. Is this what virtualization is all about ?



Thanks,
jo.




<JoJo> wrote in message news:emPLgDXJHHA.1424@TK2MSFTNGP04.phx.gbl...
> Folks:
>
>
> I am trying to setup a system for trading in the Stock Market.
>
> I am planning to use about 4 big monitors. For my processor(s) I am
> looking for something very, very powerful. Here is the question:
>
>
> ** What is the best way to bring massive amounts of scalable processing
> power to my dream system ? **
>
> Do I link the processors of several regular PCs or servers ?
> Should I use some kind of virtualization ?
> Should I use Windows Media Center & Home Theater PC ?
> Appreciate if someone can point me to the right newsgroup.
>
> Thanks in advance for any suggestion or references that lead me in the
> right direction ?
>
>
>
> Thanks,
> Jo.
>
>
>



My System SpecsSystem Spec
Old 12-22-2006   #6 (permalink)
Synapse Syndrome


 
 

Re: Processors for dream stock market system

<JoJo> wrote in message news:%235G%23KqfJHHA.2456@TK2MSFTNGP06.phx.gbl...
> Folks:
>
>
> Thanks for the many replies & leads to date. The gallery of information
> from Frank was really cool.
> So far, I have seen some very interesting designs. Here we go with the
> inevitable follow up issue:
>
> Let us focus on the engine to drive this system, ie the PROCESSORS.
>
> * What is the best way to setup/create massive amounts of processing
> power to drive my system ?
>
> Should I use dual/quad processors ? If I have 3 dual processor systems; is
> there a way to 'join" the processors of
> these computers together so that they are functioning as a single
> processing unit. Is this what virtualization is all about ?
>


I think you are overestimating the amount of processing power you will need
for stock trading. You will need to find a consultant that knows more than
you about networking and hardware if you have so much money to spend on
this.

ss.

My System SpecsSystem Spec
Old 01-15-2007   #7 (permalink)
Mark-Allen [160825]


 
 

Re: Processors for dream stock market system

> Should I use dual/quad processors ? If I have 3 dual processor systems; is

Depends on the application itself.

The old Java apps didn't scale well. But the newer Win32 ones did, so we
could put a few on each system. And having 2 procs split the load.

But it depends mainly on the app. This will need testing. Setup a 1 proc,
2 proc, etc. And test against what you would consider a fairly busy day;
maybe around when NYSE or CBOT comes onboard. Since I'm in CH, this is
around 15:00 Swiss Time, where we see a 200% jump in processor demand to
keep up with the trades.


> there a way to 'join" the processors of
> these computers together so that they are functioning as a single
> processing unit. Is this what virtualization is all about ?


No. 'Virtualization' is normally described as running another OS 'inside'
an OS; example: on MS Virtual Server, which is running on W2K3, but running
a VM (virtual machine) with W2K. Or Virtual PC on my x64 laptop running
Vista running a VM containing W2K3.

Windows will not "share" an application except with "threads". Normally, an
application has to be either rewritten or recompiled to handle 'processor
load balancing'. Think "Deep Blue" from IBM. (Anyone, please correct if
I'm off base here.)

But you can dedicate an application to a specific processor using the the
'affinity' setting. But this is a bit tricky without some additional code.
I did some with VB but I believe that the new VBS will do it, too. The idea
behind using 'affinity' it to relieve the processor from handling the
overhead of 'context switching', which sometimes and in many cases and
applications, causes the processor to spend a lot (or most) of it's time in
moving the application threads around and not getting any work done. This
is also sometimes called 'processor thrashing'. Context switching is very
costly in processor cycles.

By dedicating an app to a single proc, you eliminate a lot (but not all) of
the context switching.


For a large Swiss bank, I've architected, designed, built, and managed
trading systems for SWX (Swiss Stock Exch.), Virt-X, Eurex, and Xetra. If
you want more information, email me.

Hope this helps.

--
Mark-Allen Perry
160825 / 1112165
Windows Vista X64 Ultimate
RTM Build 6000.16386
ALPHA Systems
Marly, Switzerland
mark-allen @ mvps . org



<JoJo> wrote in message news:%235G%23KqfJHHA.2456@TK2MSFTNGP06.phx.gbl...
> Folks:
>
>
> Thanks for the many replies & leads to date. The gallery of information
> from Frank was really cool.
> So far, I have seen some very interesting designs. Here we go with the
> inevitable follow up issue:
>
> Let us focus on the engine to drive this system, ie the PROCESSORS.
>
> * What is the best way to setup/create massive amounts of processing
> power to drive my system ?
>
> Should I use dual/quad processors ? If I have 3 dual processor systems; is
> there a way to 'join" the processors of
> these computers together so that they are functioning as a single
> processing unit. Is this what virtualization is all about ?
>
>
>
> Thanks,
> jo.
>
>
>
>
> <JoJo> wrote in message news:emPLgDXJHHA.1424@TK2MSFTNGP04.phx.gbl...
>> Folks:
>>
>>
>> I am trying to setup a system for trading in the Stock Market.
>>
>> I am planning to use about 4 big monitors. For my processor(s) I am
>> looking for something very, very powerful. Here is the question:
>>
>>
>> ** What is the best way to bring massive amounts of scalable processing
>> power to my dream system ? **
>>
>> Do I link the processors of several regular PCs or servers ?
>> Should I use some kind of virtualization ?
>> Should I use Windows Media Center & Home Theater PC ?
>> Appreciate if someone can point me to the right newsgroup.
>>
>> Thanks in advance for any suggestion or references that lead me in the
>> right direction ?
>>
>>
>>
>> Thanks,
>> Jo.
>>
>>
>>

>
>


My System SpecsSystem Spec
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