Building my dream stock market system

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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.
 
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
 
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 ?
Click to expand...


"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.
 
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.
 
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 ?
Click to expand...

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.
 
If I was trying to build a workstation that needed lots of horsepower and 4+
monitors I would buy a single computer for every two or three monitors and
tie them together with synergy <http://synergy2.sourceforge.net/>
Synergy lets you use one keyboard/mouse across as many computers as you want
over a network. And it's very light weight and not power hungry.

I don't know why a stock trading computer would need so much horse-power
though, but if it does, I'd go with an intel board with
3ghz
2gb ram
500gb SATA hard drive in raid1 or raid5 array
256mb dual head video card (ati or matrox)
a gigabit nic and switch/router
APC SmartUPS 1000XL

What programs are you planning on running on your super computer?
If you're just going to have websites open and stock trends open, you would
do fine with a 2ghz, 1gb ram, 120gb hard drive.
 
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 ?
Click to expand...

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
 
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