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Celoxica Accelerator for Market Data Capture
Low-latency, high-capacity market data capture
Celoxica's Accelerator for Market Data Capture is the first product on the 
market to offer ultra-low-latency access to market feed data. With average latency figures below 2 microseconds, Celoxica is redefining the term “low latency”.
Celoxica leverages hardware acceleration to provide an innovative new architecture for access to market data feeds. This architecture gives high reliability during spikes in message volume. Integrated into standard, tier 1 OEM servers, the Celoxica Accelerator for Market Data Capture offers the ultimate combination of performance and ease-of-use.
Download AMDC PDF datasheet - A4Key benefits
Lowest-latency access to market data feeds
High reliability during message spikes
Minimal impact on heat and power consumption
Plug-in improvement in performance of standard servers
Low-latency access to market data feeds
A co-processor directly connected to the network port means that the Accelerator can provide which is independent of the data volume. The HyperTransport link to the host CPU provides the lowest latency bus transfers available in standard servers.
Hardware protocol stack (TCP, UDP, IP) - no overhead typically associated with software protocol stack
Hardware FAST decoder
Hardware conversion from ASCII messages to binary representation
Automatic, hardware recovery via secondary feed and TCP link
During network benchmarks, the Accelerator gives a constant latency of 1.5 microseconds from the end of a packet arriving on the network to it being available in user memory
High reliability during message spikes
The innovative architecture of the Accelerator means that it can deal with fluctuating, high message volumes.
Each Accelerator can process 2 saturated 1 Gbps Ethernet links with constant, low latency
The Accelerator provides consistent latency and reliability during message volume spikes
Minimal impact on heat and power consumption
The low-power co-processor architecture means that even when processing two fully-saturated 1 Gbps network links, the total power consumption of the server is barely affected.
Consumes ~10 watts processing fully-saturated links
Plug-in improvement in performance of standard servers
Simple integration into existing applications on standard servers, with the ability to customise the message interface.
Qualified and supported by industry standard servers from HP, IBM and Appro
Supported in standard, readily-available slot form factor
Simple C/C++ API for integration into existing applications
NIC emulation for diagnostics and integration into IT infrastructure
An innovative architecture
Hardware co-processors have been discussed for a while in high-performance computing circles as a method for 
dramatically increasing system performance and offloading computation from CPUs. Celoxica's Accelerator is the first market data handler to directly connect a network interface to a co-processor, eliminating one of the major contributors to latency in a hardware/software co-processing system: the peripheral bus transactions between the co-processor and the network device.
Once in the co-processor, the network data is processed in a highly-parallel processing pipeline at line-speed. The TCP/UDP/IP protocol stack, FAST decoder, recovery system and ASCII-to-binary conversion engine are all implemented in dedicated hardware, with the lowest-possible latency.
The co-processor board fits into a standard HyperTransport slot, which is the lowest latency server communications bus available today. Once converted to a binary representation, the network data is transferred via the HyperTransport 
bus directly to the CPU's memory. A C/C++ API is then available for you to integrate this system with your own application, getting feed updates before the competition.
Supported market feeds
For each market, the Accelerator is configured with efficient co-processing logic tailored to that market feed.
ASCII and FAST-compacted market data feeds over UDP are supported
Recovery via redundant UDP feeds or TCP interfaces, where available, are both supported in low-latency logic
ISE Depth of Market Feed
OPRA, NASDAQ ITCH, NYSE Arca, CBOE, BOX, Philly, Amex coming soon
Easily customisable
Celoxica recognises the importance of fitting in to your organisation's needs, so we give a high-degree of control over the behaviour of the Accelerator.
Define filters on the market data to get just what you need minimising the load on your server
Filter on variables including symbol, price, quantity and expiration date
Customise the binary output format to suit your application
Deployment
The Accelerator Card fits into the slot of an industry standard 1U rack-mount server. With an Accelerator, each server can process the full data rate of one market feed. Multiple Accelerators and servers can be deployed to process different markets.
