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Multimarket Feed Handler - Single FPGA solution to consume market data over multiple feeds

Alberto Anselmo

Multimarket Feed Handler - Single FPGA solution to consume market data over multiple feeds.

Rel. Luciano Lavagno. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Elettronica (Electronic Engineering), 2020

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Abstract:

In the context of low latency solutions in the finance environment FPGAs stand as middle ground in both cost and timing. Despite being faster than software and cheaper of custom hardware the latter can still be a strong deterrent for customers. In particular one of the main constraint which renders these solutions less cost effective, and thus less desirable, is the one to one relationship between a product and a market. On the other hand its flexibility allows to follow the continuous markets migration and evolution making it the perfect medium for a long lasting product. This internship aims to mitigate this problem by adapting the current Feed Handler architecture, provided by Novasparks, to handle multiple data feeds coming from different markets. With this goal in mind this work will propose a solution with a good balance between scalability and latency while still trying to remain flexible to account for the needs of future customers.

Relators: Luciano Lavagno
Academic year: 2019/20
Publication type: Electronic
Number of Pages: 58
Subjects:
Corso di laurea: Corso di laurea magistrale in Ingegneria Elettronica (Electronic Engineering)
Classe di laurea: New organization > Master science > LM-29 - ELECTRONIC ENGINEERING
Ente in cotutela: TELECOM ParisTech - EURECOM (FRANCIA)
Aziende collaboratrici: Novasparks
URI: http://webthesis.biblio.polito.it/id/eprint/14356
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