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London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 21, 2010 18:56 UTC (Thu) by rahvin (subscriber, #16953)
In reply to: London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK) by trasz
Parent article: London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

From some of the more technical reports I saw the latency of the NASDAQ system compared to the London system was exponentially different. Regardless of middleware some of this is attributable to the underlying OS. Even if you disregard the latency one of the prime issues cited by the LSE was that the windows based systems needed to be restarted rather frequently, in some cases more than once a day (and one report mentioned a restart during trading hours which is a HUGE no no that stalled trading for 5 minutes), the NASDAQ system handles 24 hour trading with trade completions in less than 1 second in most cases and no trades that don't execute in less than 2 seconds from receipt of order.

Much of the flack the LSE system caught was because their competitors at NASDAQ and the New York SE were running so much more efficiently with Linux systems.


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London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 21, 2010 20:39 UTC (Thu) by trasz (guest, #45786) [Link]

There is no reason to believe that latency was actually caused by the operating system and not the middleware or just poor design of the application itself.

As for the restarts - there are many Linux systems out there that are restarted daily for exactly the same reason.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 1:45 UTC (Fri) by leoc (subscriber, #39773) [Link]

there are many Linux systems out there that are restarted daily

If you could point me to some such systems I'd be curious to see what kind of setup they are running.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 8:28 UTC (Fri) by trasz (guest, #45786) [Link]

One of such setups was having issues with XFS corrupting the filesystem in misterious ways. Another seems to just leak memory somewhere.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 10:22 UTC (Fri) by sgros (subscriber, #36440) [Link]

I think that the majority of Linux installations, at least those
commercially supported by RedHat, use ext3. So, in case XFS makes you, or
anyone else, a trouble you can migrate to something else. In case of
Windows, your only option is FAT32.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 13:28 UTC (Fri) by trasz (guest, #45786) [Link]

Most Windows servers, just like most Linux servers, just work and don't need this kind of workarounds.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 24, 2010 0:56 UTC (Sun) by stanford (guest, #63180) [Link]

I can't help but notice that the original poster, leoc, asked to be pointed
to some "Linux systems out there that are restarted daily". In other words,
he was politely asking you to substantiate your claim. You have made vague
allusions to "filesystem corruption" and "memory leaks", but have not
actually cited concrete evidence of such things.

I suspect that you may be mistaken in your original claim, and are therefore
unable to provide substantiation. Linux is used on a wide range of
architectures, including supercomputers that require very high availability,
and its uptime can be measured in years. I can find no evidence that Linux
either suffers systemic file corruption in XFS, or from memory leaks that
mandate a daily reboot.

If you could point me to such systems, I'd be curious to see what kind of
setup they are running.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 24, 2010 2:32 UTC (Sun) by nix (subscriber, #2304) [Link]

I have to use a Linux system at work that's rebooted daily...

... because it's in a VM sitting atop a Windows 2008 Server system, which
needs a daily reboot before kernel memory leaks bring it to its knees. I
really wish my workplace weren't MS 'partners'.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 25, 2010 12:27 UTC (Mon) by trasz (guest, #45786) [Link]

@stanford: What do you expect me to say, company names?

However, I actually can give you one company name, because they talked about this in public. Company is Nasza Klasa, kind of like Polish Facebook and one of the busiest websites in *.pl. One problem they had was that XFS was losing files. Just like that - something didn't quite work and the file was gone. It wasn't really a problem for them, because they had everything replicated, so were able to work around that in automated manner.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 25, 2010 12:31 UTC (Mon) by trasz (guest, #45786) [Link]

@stanford: Also, by claiming that Linux is used in a mission-critical environments running without reboot for years, you seem to believe that it's somewhat different from Windows. It's not - Windows is being used in mission-critical environments as well, including military ones. And, believe it or not, it doesn't need daily reboots either.

What I'm trying to say is, both systems work OK for most people. But for some they don't, requiring restarts.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 11:13 UTC (Fri) by epa (subscriber, #39769) [Link]

A scheduled daily restart after the close of business is one thing; a random unplanned restart in the middle of trading hours is quite another.

London Stock Exchange begins migration to Linux-based trading platform (ComputerworldUK)

Posted Jan 22, 2010 17:21 UTC (Fri) by drag (subscriber, #31333) [Link]

There is no reason to believe that latency was actually caused by the operating system and not the middleware or just poor design of the application itself.

There is a huge difference between typical business applications and the sort of 'soft realtime' performance that things like the stock exchange programs and telephony demand.

They require the ability to have not only low-latency, but deterministic latency. In other words.. you not only need to have the ability to get things done very quickly you need to have guarantees on how quickly it gets done.

Having the ability to guarantee latency like that is completely and totally unneeded for typical server setups. In fact having the OS even capable of doing this leads to lower efficiency and lower overall performance. It runs counter to the sort of typical loads that a server needs to support.

If you were to take typical benchmarks meant to gauge the performance of realistic application load on a system I would bet that those benchmarks would score lower on the Linux stuff used in the time sensitive portions of a stock market then if you just used a off the shelf Linux version from Redhat or Suse.

You are absolutely right that application developer can ruin any performance, but in this sort of situation the OS and the middle ware choices absolutely matters. It's critical, in fact.

Also the ability to have Linux be successfully customized for a specific purpose does not really reflect on how well it can meet the needs of typical business usage.

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