HP Gen8 Technologies For Low Latency, High Performance Trading and Exchanges

HP Gen8 technologies for low latency, high performance trading and exchanges
Patrick Greene Solution Architect HP HPC on Wall Street 9/19/12

Copyright 2012 Hewlett-Packard Development Company, L.P. The information contained herein is subject to change without notice.
Experience matters
HP ProLiant
#1 in x86 server market share
16+ years straight 65 consecutive quarters in both factory revenue and units
#1 in blade server market share

5 years straight 23 consecutive quarters in both factory revenue and units
HPs leadership in the datacenter that has been built over years of innovation, experience and market leadership.
Source: IDC Worldwide Quarterly Server Tracker, August 2012. Includes Compaq ProLiant from Q196 through Q202
2 Copyright 2012 Hewlett-Packard Development Company, L.P. The information contained herein is subject to change without notice.
FSI-HPC Solutions for Capital Markets

TM
Ultra Low Latency Systems for High Frequency Trading

fastest Xeon performance tuning White Paper and HP-TimeTest utility TM HP/Mellanox TCP/UDP kernel bypass
TM
Low power choices for grid computing Open reference architecture for unstructured data
Quality infrastructure for IT cost reduction
Low Latency Systems Require Optimization at every layer in the Solution Stack
Use Cases Exchange Matching Engines Market Data Distribution High Frequency Algorithmic Trading Pre/Post Trade Analytics Real Time Enterprise Risk Management
Low Latency FSI Solution Stack

Use Cases / Lines of Business Application Environment Precision Timing Fab. Mgmt
Messaging Middleware
Server I/O Fabric
High Speed Storage Integrated Acceleration

X86-64 Server Architecture
Firmware and Operating System
Definitions: Solution - includes messaging middleware; in-house apps; design services System - integrated server/networking/storage infrastructure Components - specific servers/OS/switches/file system in the system
Optimized Form Factors to meet a variety of needs
DL rack-mount servers for expandability

All top bin E5-2600 processors offered with 3DPC DL380p option for 25 disks in 2U 2P Gen8
BL systems with integrated networking

Integrated chassis system for redundancy & TCO Gen8 NIC/Switch options leveraging PCIe Gen3
SL multi-node systems for scale-out grids

Optimized for performance, power and price at scale
ML mini-tower for ultimate expandability

ML350 model (rack mount or mini tower) for even more disk, 9 PCI slots!
HP Gen8 Servers (Sandy Bridge E5-2600)

DL380p 8SFF Model w/optional 8SFF hot swap drives
Three top bin Processors circled
8c 3.1GHz in HP Z820 workstation (4U with racking kit; no iLO4)

8c 2.9GHz and 4c 3.3GHz in DL380p (2U) and DL360p (1U) 130 watt 8c & 6c in BL460c (16 in 10U), SL230 (8 in 4U), and SL250 (4 in 4U)
Turbo Boost deserves a fresh (e.g. +400 MHz) Copyright 2012 Hewlett-Packard Development Company, L.P. look The information contained herein is subject to change without notice.
Fastest Memory: ProLiant Gen8 DIMMs

Intel E5 (SB) = 4 memory channels, so 2p servers have 8 channels with 2 or 3 DPC 8 Dual Rank DIMMs are optimum if it meets your memory capacity requirements
Explanation: The memory bus is forced to idle for one clock when switching between ranks on the same DIMM, and idle for 2 clocks when switching between ranks on different DIMMs. So 1 DPC out performs 2DPC at the same capacity and same number of ranks on the channel.
UDIMMs offer a 1 clock latency advantage when only 1 DIMM per Channel (DPC)
Unregistered DIMMs UDIMM failure rates are higher, so use these judiciously
DIMM 8GB 2Rx4 PC3-12800R 16GB 2Rx4 PC3-12800R 4GB 2Rx8 PC3-12800E Description 1.5V DDR3-1600 RDIMM 1.5V DDR3-1600 RDIMM 1.5V DDR3-1600 UDIMM 1DPC (DDR3-) 1600 1600 1600 2DPC (DDR3-) 1600 1600 3DPC (DDR3-) 1333 1 1333 1
4 June, 2012
New
8GB 2Rx8 PC3-12800E
1.5V DDR3-1600 UDIMM
1600
Why dual rank?

For the same memory speed and DIMM type, more ranks will result in lower loaded latency. We enable rank interleaving when dual-rank DIMMs are installed on a channel. So more ranks give the memory controller a greater capability to theHewlett-Packard processingDevelopment of memory requests. This results in Copyright 2012 Company, L.P. The information contained herein is subject to change without notice. 7 parallelize shorter request queues and therefore lower latency.
Platform Tuning Advice for Low Latency

Updated White Paper: Configuring and Tuning HP ProLiant Servers for Low-Latency Applications
Posted at http://h20000.www2.hp.com/bc/docs/support/SupportManual/c01804533/c01804533.pdf
Disable Power and CPU Monitoring SMI

Eliminate 8x/sec latency spike on managed servers from this System Management Interrupt (SMI) of magnitude >200msec Turns off P-state monitoring so server always runs at full speed
Consider Disabling Memory Pre-Failure Notification SMI

Eliminates an SMI that occurs once per 5 min for Gen8 and once/hour for G7;. Correctible and uncorrectable memory error handling is unaffected by turning off notification of the # of correctible errors made
Do this with the new HPRCU, Conrep scripting tool or RBSU Advanced Menu
Conrep now available for Solaris too
See User Guide for ROM-Based Setup Utility (RBSU) for explanation of BIOS settings
Pub #347563-405 June, 2012 at: http://h20000.www2.hp.com/bc/docs/support/SupportManual/c00191707/c00191707.pdf
Run HP-TimeTest utility v7.2 for a quick jitter check

Request free utility via e-mail to low.latency@hp.com Include your company name, city/country, and HP sales rep/reseller if known so that the right regional person can respond.
The Benefit of Low Latency Tuning minimized jitter

Plots of HP-TimeTest output:
Jitter observed in 7-8 microsecond range
latency (cycles)
15000 10000 5000 0 0 30 60 90 120 spike (usec) 150 180 210 240 270 300 330 360 Elapsed Time (seconds) 390 420 450 480 510 540 570 600
5 4 3 2 1 0
threshold set to 3 msec
latency (cycles)
with prototype HP BIOS option for SNB memory power refresh, we observe spikes <3 sec !
(to be released mid-Oct12)
9
Jitter observed in 1.5 2.5 microsecond range !

Latency Spikes: Time History, DL380p Gen8, E5-2643 @ 3.300 GHz RHEL 6.2/2.6.32-220.el6.x86_64, HP-TimeTest7.2 bootleg BIOS (06/22/2012)
25000 20000 15000 10000 5000
9 8 7 5 4 3 2 1
0
0 30 The60 90 contained 120 herein 150 is subject 180 to 210 240 270 Copyright 2012 Hewlett-Packard Development Company, L.P. information change without notice. 300 spike (cycle) 330 360 390 420 450 480 510 540 570 600 Elapsed Time (seconds)
threshold set to 1.5 msec
latency (secs)
latency (secs)
with current LL tuning on SNB, we observe spikes <9 sec
Latency Spikes: Time History, DL380p Gen8, E5-2643 @ 3.300 GHz RHEL 6.2/2.6.32-220.el6.x86_64, HP-TimeTest7.2
25000 20000
9
8 7 6
Why PCIe Gen3 matters...
ProLiant Gen8 servers with ConnectX-3 based Adapters and VMA acceleration enable 2msec trading advantage!
10
VMA v6 - TCP Improved Capability In ConnectX-3

Feature
Connection Steering
CX-2
MAC+IP per process in addition to Server MAC+IP
CX-3
No additional MAC+IP. Use Servers MAC+IP
Description
ConnectX-3 implements Flow Steering
Multithread support
QP per process Multi-threaded applications will share same CQ
QP per thread/socket
ConnectX-3 Flow Steering enables finer performance tuning and optimizations
DHCP Bonding & HA VLAN IP routing gateway
Not supported Not supported Not supported Single default GW is supported per process and requires per process configuration
Supported Supported (Q112) Supported Host stack routing table is supported ConnectX-3 Flow Steering enables utilizing the host IP stack
CX-3 Introduces 40GbE!

HP/Mellanox Solution now accelerates TCP as well as UDP protocols

TCP Latency Improvement (Netperf 10GbE)
G7 X5687 3.6GHz ConnectX-2 G7 X5687 3.6GHz ConnectX-3/VMA Gen8 E5-2690 2.9GHz ConnectX-3/VMA
10 9 8 7
Latency (usec)
6 5 4 3
RT Latency (msec)
2
1 0
16
32
64
128
256
512
1024
Message Size (Bytes)

12
Back-to-back configuration (no Switch), Round Trip; Netperf v2.5.0; MTU size = 1470 Bytes RHEL Development 6.1; ConnectX-3 FW 2.10.2220; Driver: OFED-VMA 1.5.3-0008; VMA 6.1.6 Copyright 2012 Hewlett-Packard Company, L.P. The information contained herein is subject to change without notice. Command Line: netperf -n 16 -H <peer ip> -c -C -P 0 -t TCP_RR -l 10 -T 2,2 -- -r <message size>
Application Accelerator Options

FSI customers use accelerators for faster feed handlers, order execution engines, and compute-intensive risk & pricing calculations
ISS/HPC team helps certify accelerators in ProLiant

Computational accelerator partner
FPGAs:
NVIDIA (SL2X0 Gen8 with Tesla cards)
HFT accelerator solution partners:

ActivFinancial (OEMs DL380) Tervella (OEMs DL380) Ulink (OEMs DL160)
Gen8 servers enhance our support for accelerators
DL380p risers now supports double wide HL PCIe cards with aux power cable options at PCIe Gen3 speeds!
Rapid changes underway: FPGA vendors adding 10GbE; 10GbE vendors adding FPGAs; switches adding FPGAs
Application Programming for Low Latency

Determine how many cores your trading strategy requires
Can it run on 8 cores? If so, match up CPU+NIC per strategy
Maximize your Application resources by doing the following: 1. Bind threads, interrupts and processes to cores using CPU_ID
/usr/bin/taskset c 0,1 /usr/bin/numactl --localalloc . (other command line options) or use Red Hat tuna to do this with GUI (in RHEL 5.5 MRG and RHEL 6.0 standard) Beginning with SandyBridge on-chip PCIe controllers, bind NICs to cores for minimum QPI latencies
2. Program memory accesses for NUMA awareness

See: http://bizsupport2.austin.hp.com/bc/docs/support/SupportManual/c03261871/c03261871.pdf
3. Place communication functions threads on adjacent cores 3. Use PCM to determine L3 Cache misses & keep data in L3 Cache http://software.intel.com/file/41604 4. Compile with Performance Settings, Use PGO, Evaluate IPP / SSE 4.2 Strings http://software.intel.com/en-us/articles/using-avx-without-writing-avx-code/ Implement application-transparent multicast acceleration between nodes,
Link Mellanox s VMA v6 library to the application THE GOLDEN TICKET: Above the noise. for kernel bypass over Ethernet and IB (HP now resells VMA) 14 Copyright 2012 Hewlett-Packard Development Company, L.P. The information contained herein is subject to change without notice.

TM
Ultra low latency systems for High Frequency Trading Low power choices for grid computing
SL200s servers with GPU options Moonshot program for ARM, Atom, Phi
Open reference architecture for unstructured data Quality infrastructure for IT cost reduction
15
Demonstrating the value of SL6500 servers

Built on ProActive Insight Architecture
SL230s
HPC optimized for maximum performance, efficiency and density
SL250s
HPC optimized for efficiency and density, with balanced GPU performance
Purpose-built for HPC performance at scale Up to 1 integrated I/O Accelerator Maximum speed FDR IB FlexibleLOM Multi-node 1/2U density and efficiency Enhanced, simple front serviceability Rack level power management Industry Leading Mgmt with Insight Control*
16
Purpose-built for HPC performance at scale Up to 3 integrated GPUs Maximum speed FDR IB FlexibleLOM Multi-node 1U density and efficiency Enhanced, simple front serviceability Rack level power management Industry Leading Mgmt with Insight Control*
GPUDirect RDMA for Peer-to-Peer I/O

GPU Direct RDMA (previously known as GPU Direct 3.0)
Enables peer to peer communication directly between HCA and GPU

Dramatically reduces overall latency for GPU to GPU communications by bypassing the host CPUs memory
System Memory GDDR5 Memory GDDR5 Memory System Memory
CPU
PCI Express 3.0
GPU
GPU
CPU
PCI Express 3.0
GPU Mellanox HCA Mellanox HCA
Mellanox VPI
17
Availability: GPUDirect RDMA requires CUDA 5.0 and MLNX_OFED driver changes (beta 9/12 with expected GA by 12/12).
HP/Nvidia Gen 8 GPU Starter Kit V2.0 in Americas

Configuration:

1 DL380 control node w/ E5-2670 8 core 2.6GHz 115WCPUs, 64 GB RAM and 2x 600 GB HDD 1 SL6500 enclosures 4 SL250s 2u server trays w/ E5-2670 8 core 2.6GHz 115W CPUs, 64 GB RAM, 600 GB HDD, 2 Nvidia M2090 GPU modules Mellanox IB 4x QDR 36 port managed switch HPN ProCurve 2910 24 port 10/100/1000 Ethernet switch RHEL CMU Linux Value Pack Rack and infrastructure Hardware/Software Integration
Development Environment for commercial, enterprise, Higher Ed, ISVs CUDA Programming Environment Proof-of-concept environment for channel partners
End-user Price ~$70K

Contact HP Sales for detailed BOM
Throughput-bound applications pervade the trading lifecycle

Post Trade Analysis and Compliance Data Storage and Analysis
- Historical market data - Firm-wide log consolidation - Data Publishing for ondemand large analytics
- Full trade history logs and analytics - Venue latencies - Transaction Costs - Risk Analytics - Matching - Execution - Online Risk Management
Strategy Execution Other latency sensitive apps

19
- Back Testing - Optimization - Search
Strategy Development and Testing
A New Era of Extreme Scale Computing

From tens of servers per rack sharing nothing to thousands sharing everything
HP Project Moonshot Infrastructure

HP Converged Infrastructure
Federated
Management, Fabric, Storage Networking, Power/Cooling
HP Redstone
Sever Development Platform
HP Discovery Lab
Proof of Concept Lab
HP Pathfinder Program
Partner Collaboration
20
HP Redstone Server Development Platform

Perfect for development and testing with unparalleled density, flexibility, and simplicity
ProLiant SL 6500s chassis
Up to 72 servers in a single 1U tray
Shared SL 6500 scalable system enclosure

Pooled power4 common slot power supplies Shared cooling8 shared fans, N+1, rear-serviceable Integrated, configurable network fabric with up to 16 10Gb uplinks
Up to 288 servers18 quad node compute cartridges per server tray

4 trays in a single 4U chassis

Calxeda EnergyCore quad-core ARM SoCs w/4MB L2 cache Up to 4GB ECC (up to 1333mhz) memory per server Integrated management
HP Redstone Development Platform Server tray

21
Shared and configurable storage

Diskless or up 4 SATA drives (1 drive cartridges) per server Up to 192 SSD or 96 2.5 SFF HDD per enclosure
Breakthrough Savings and Simplicity

Energy, cost and space savings move the industry to new infrastructure
Traditional x86 HP Redstone Server
$3.3M
89% less energy 94% less space 63% less cost 97% less complexity
400 servers 10 racks 20 switches 1,600 cables 91 kilowatts
$1.2M
1,600 servers 1/2 rack 2 switches 41 cables 9.9 kilowatts
Select hyperscale web, and data analytics applications show tremendous promise
22 Copyright 2012 Hewlett-Packard Development Company, L.P. The information contained herein is subject to change without notice. Based on weighted average performance projections for workloads such as web serving, memcached, and Data Analytics. Cost estimates include infrastructure, space, and power and cooling costs over three years.
2011 HP Confidential NDA Required

TM
Ultra low latency systems for High Frequency Trading

Low power choices for grid computing Open reference architecture for unstructured data
scalable Hadoop clusters with CMU analysis with Vertica and Autonomy

What is Hadoop?
Your data is going unstructured
The digital universe will expand by almost half in 2012 - 90% of that data is unstructured Traditional systems are not designed to analyze unstructured data Hadoop is designed specifically to extract business value from unstructured data
Risk Modeling
Fraud Detection
Sentiment Analysis
Customer Retention
Web Mining
Financial Services
Government
Retail
Telecom
Media
24
How does Hadoop fit into existing BI ecosystems

Click Stream Analysis using Hadoop, Vertica and Autonomy
Navigation paths Time per page Products Browsed Data Assimilation Multi-dimensional analysis Predictive analysis Geographical analysis User segmentation Software testing Market research
Data Consolidation, Aggregation

Transformation into structured data
HP Insight CMU
Unstructured Click Stream Data
Hadoop Distributions (Cloudera, MapR, Hortonworks) Operating System HP Converged Infrastructure
Ad hoc SQL Compliant Analytics
Business Users
Vertica
Meaning Based Analytics
Autonomy IDOL
Consulting Services
25
HP offers the shortest route to Hadoop success

Open strategy that combines Hadoop with advanced analytics and management
Deploy in days, not months
Seamless analytics
Scale to thousands of nodes with the push

of a button Manage with single pane of glass Optimize with real time and 3-D historical views of compute resources Perform end to end analytics
Insight cluster management utility Consulting Services Leading Distributions Choice of solutions
26
HP HyperStorage Server
Address the explosion of data permeating the data center
ProLiant SL 4500 Shared SL 4500 HyperStorage chassis
Pooled power 4 HP common slot power supplies Shared cooling 10 shared fans, N+1, rear-serviceable Shared management Reduced cabling with single iLo port
180TB Storage Single node 2 x 75TB Storage
Most dense storage available in market today
Up to 60 LFF drives in a single chassis giving a total of 180 TB of available storage
Dual node
Multiple configurations available
3 x 45TB Storage Triple node

27
Single server model gives the most dense storage solution for massive data stores Triple server gives users optimal mix of storage and compute for working inside large unstructured datasets Dual server provides an optimal mix of high density storage and compute
HP ProLiant SL4500 Solution Efficiency

Three Node vs. Traditional Similar Deployment
vs.
vs.
28
SL45xx Overview and Features

Designed for Density
First HP ProLiant server, built purely with storage intensive applications in mind Densest HDD option in HP ProLiant portfolio Various configurations allow customer selection for optimization for their unique data center needs
29

TM
Ultra low latency systems for High Frequency Trading Low power choices for grid computing Open reference architecture for unstructured data

ProActive Insight Architecture Performance Optimized Datacenters
HP ProLiant Gen8:
The Worlds Most Self-Sufficient Servers

With HP ProActive Insight architecture:
Integrated Lifecycle Automation Dynamic Workload Acceleration Automated Energy Optimization Proactive Service & Support
3X
6X
70%
More compute per watt
66%
Faster time to problem resolution
Admin productivity Performance increase improvement for the most demanding workloads
Serviceabilty with Quality: www.youtube.com/watch?v=AZw-LG-oyDU

Designed to Simplify, Integrate and Automate your Infrastructure
HP ProActive Insight Architecture
iLO4 Management Engine
HP Smart Storage
HP FlexNet Adapters Insight Online Virtual Connect Sea of Sensors 3D ProLiant Operating Environment Datacenter Smart Grid
Integrated Lifecycle Automation / Dynamic Workload Acceleration / Automated Energy Optimization / ProActive Service and Support
Gen8 Smart Array Innovations

Increased performance, data availability and storage capacity
Faster access to data
Up to 2X performance improvement* 2X Write Cache (up to 2 GB)
Address explosive data growth 2X # of Drives supported (up to 227) Minimize data loss Long term data retention with Flash Backed Write Cache standard
External model with SAS cable connectors for extending the RAID set to JBODs
Reduce initial setup time 95% reduction in parity initialization from several days to 5 hours**
33
*256KiB, Sequential write, RAID 5 with 15K SAS drives, performance will vary based on configuration ** HP R & D, Validation information TBD
Thank you
Low.latency@hp.com

HP Gen8 Technologies For Low Latency, High Performance Trading and Exchanges

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HP Gen8 technologies for low latency, high performance trading and exchanges

Patrick Greene Solution Architect HP HPC on Wall Street 9/19/12

#1 in blade server market share

FSI-HPC Solutions for Capital Markets

Ultra Low Latency Systems for High Frequency Trading

Quality infrastructure for IT cost reduction

Low Latency FSI Solution Stack

High Speed Storage Integrated Acceleration

Firmware and Operating System

Optimized Form Factors to meet a variety of needs

DL rack-mount servers for expandability

BL systems with integrated networking

SL multi-node systems for scale-out grids

ML mini-tower for ultimate expandability

HP Gen8 Servers (Sandy Bridge E5-2600)

Three top bin Processors circled

8c 3.1GHz in HP Z820 workstation (4U with racking kit; no iLO4)

Fastest Memory: ProLiant Gen8 DIMMs

8GB 2Rx8 PC3-12800E

1.5V DDR3-1600 UDIMM

Why dual rank?

Platform Tuning Advice for Low Latency

Disable Power and CPU Monitoring SMI

Consider Disabling Memory Pre-Failure Notification SMI

Run HP-TimeTest utility v7.2 for a quick jitter check

The Benefit of Low Latency Tuning minimized jitter

threshold set to 3 msec

Jitter observed in 1.5 2.5 microsecond range !

threshold set to 1.5 msec

with current LL tuning on SNB, we observe spikes <9 sec

Why PCIe Gen3 matters...

VMA v6 - TCP Improved Capability In ConnectX-3

QP per process Multi-threaded applications will share same CQ

ConnectX-3 Flow Steering enables finer performance tuning and optimizations

DHCP Bonding & HA VLAN IP routing gateway

CX-3 Introduces 40GbE!

HP/Mellanox Solution now accelerates TCP as well as UDP protocols

Message Size (Bytes)

Application Accelerator Options

ISS/HPC team helps certify accelerators in ProLiant

NVIDIA (SL2X0 Gen8 with Tesla cards)

HFT accelerator solution partners:

ActivFinancial (OEMs DL380) Tervella (OEMs DL380) Ulink (OEMs DL160)

Gen8 servers enhance our support for accelerators

Application Programming for Low Latency

2. Program memory accesses for NUMA awareness

FSI-HPC Solutions for Capital Markets

Demonstrating the value of SL6500 servers

GPUDirect RDMA for Peer-to-Peer I/O

Enables peer to peer communication directly between HCA and GPU

GPU Mellanox HCA Mellanox HCA

HP/Nvidia Gen 8 GPU Starter Kit V2.0 in Americas

End-user Price ~$70K

Throughput-bound applications pervade the trading lifecycle

Strategy Execution Other latency sensitive apps

- Back Testing - Optimization - Search

Strategy Development and Testing

A New Era of Extreme Scale Computing

HP Project Moonshot Infrastructure

HP Redstone Server Development Platform

Shared SL 6500 scalable system enclosure

Up to 288 servers18 quad node compute cartridges per server tray

HP Redstone Development Platform Server tray