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High Performance Parallelism Pearls Volume Two by James Reinders, Jim Jeffers

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Chapter 7

Low-Latency Solutions for Financial Services Applications

Ravi A. Murty    Technical Computing Group (TCG), Intel, USA

Abstract

This chapter discusses the optimization of latency sensitive applications, an especially important topic for certain financial applications. Using the example of a packet-processing engine, this chapter presents eight key optimization techniques that can significantly increase the performance of the application as well as help achieve the low latency solution required by this type of application. The optimizations include: API selection, write combining, writes are faster than reads, shadowing the head and tail pointers, reducing jitter with tickless kernels, thread affinity, memcpy, and power management ...

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