Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware

Xiaolan J. Zhang, Henrique Andrade, Bugra Gedik, Richard King, John F. Morar, Senthil Nathan, Yoonho Park, Raju Pavuluri, Edward Pring, Randall Schnier, Philippe Selo, Michael Spicer, Volkmar Uhlig, Chitra Venkatramani. Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware. In David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu, editors, Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA. ACM, 2009. [doi]

@inproceedings{ZhangAGKMNPPPSSSUV09,
  title = {Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware},
  author = {Xiaolan J. Zhang and Henrique Andrade and Bugra Gedik and Richard King and John F. Morar and Senthil Nathan and Yoonho Park and Raju Pavuluri and Edward Pring and Randall Schnier and Philippe Selo and Michael Spicer and Volkmar Uhlig and Chitra Venkatramani},
  year = {2009},
  doi = {10.1145/1645413.1645420},
  url = {http://doi.acm.org/10.1145/1645413.1645420},
  researchr = {https://researchr.org/publication/ZhangAGKMNPPPSSSUV09},
  cites = {0},
  citedby = {0},
  booktitle = {Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA},
  editor = {David Daly and Maria Eleftheriou and José E. Moreira and Kyung Dong Ryu},
  publisher = {ACM},
  isbn = {978-1-60558-716-5},
}