ALGO-LOGIC’S LOW LATENCY LIBRARY AND FPGA IMPLEMENTATION ON NETFPGA-10G

Algo-Logic’s Low-Latency Library is a gateway that is compatible with standard FPGA hardware platforms. One supported platform is the NetFPGA-10G [8] which is a quad-port, 10-Gigabit Ethernet successor to the original NetFPGA card, based on a Xilinx Virtex-5 device.

Algo-Logic’s Low-Latency Library processes financial protocols used by trading venues in the US, Europe, and other regions, extracting information from the packets as they flow through the FPGA. The library components are used to construct custom trading applications, reducing time-to-market.

Algo-Logic’s library of low-latency FPGA IP blocks (shown in Figure) can be divided into two main categories. A set of Infrastructure Components includes generic IP cores providing interfaces for the network, external memories, and host software. Financial Processing Components parse and process standard and stock-exchange-specific protocols.