RTI in Financial Services: Performance, Consistency, Reliability

Increases in data volumes over the past few years have stretched current financial information backbones, resetting the technology challenges in a way that demands a new approach.

For example, Automated Trading Desk (atdesk.com), now part of Citigroup Inc., chose RTI to distribute real-time data from direct-exchange and ECN feeds to price-prediction engines and automated trading applications. PIMCO (pimco.com) has selected RTI as part of a new initiative to enforce and monitor regulatory and client-imposed pre-trade investment restrictions.

RTI's solution is a software-only messaging backbone based on a true peer-to-peer architecture that fundamentally challenges earlier generations of daemon-based architectures, and recent peer-to-peer approaches. Leveraging 16+ years of research and development, RTI’s key technical value is unparalleled intelligent messaging that performs predictably as message sizes increase and consistently as overall message throughput grows under extreme market conditions. This deterministic behavior is unmatched.

With no intermediate daemons, brokers or other components to add latency, market data and market order/execution updates are benchmarking at over 3 million messages per second. RTI customers have reported mean latencies as low as 43 microseconds in Gigabit Ethernet environments. Current tests support symbol spaces of over 1,000,000 "subjects." Overall throughput is essentially linear as publishers are added, with maximum throughput limited only by available bandwidth.