HFT tasks that can be processed in FPGA:
The use of FPGA platforms in high-frequency trading enables companies to collect, cleanse, enrich, and disseminate the burgeoning array of rapidly changing financial data in short terms. Without loading a CPU, FPGA hardware is able to quickly execute various trading tasks, which among others include:
- Parsing the incoming data, providing data filtering, decoding, and normalization.
2. Carrying out pre-trade volume, price, and collateral checks.
3. Monitoring the value and loss scenarios of financial portfolios on an ongoing basis
4. Generating outgoing orders, transmitting them to the matching engines.
The HFT firms that integrate FPGA platforms into their computer infrastructures create powerful trading engines with ultra-low latency and outstanding computational capabilities.
One thoroughly designed FPGA platform can easily replace around 100 general CPUs, helping to bring down company’s expenses.
The use of FPGA platforms allows saving on expenses resulting from the maintenance of huge clusters of general purpose machines.
Various financial operations can be accelerated by means of hardware implementation. The speed is the main benefit that FPGA chips bring to HFT business, but certainly not the only one. Their integration helps companies to create safer trading environments, save on expenses, and increase revenues.
