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Presentation: "Extreme FIX Messaging for Low-Latency"

Track: Finance / Time: Thursday 13:50 - 14:50 / Location: Henry Moore Room

Rapid Addition is a leading supplier of high-performance messaging software which implements the FIX and other financial messaging protocols.In 2007 Rapid Addition decided to produce a set of base libraries for messaging software that do not create garbage, in order to avoid the unpredictable latency spikes inherent in garbage collection. They created Java and .Net versions of this technology and delivered their Gen Zero based products in 2009. Rupert Smith, the Java lead developer and Kevin Houstoun, Founder and Chairman of Rapid Addition, discuss the technology and techniques behind this with supporting results. Many challenges were encountered along the way which they will share. They will also describe their experience working on the next generation of their product set, which is based on FPGAs, presenting initial results and a rationale for new this development.

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Kevin Houstoun, Rapid Addition

Kevin Houstoun

Biography: Kevin Houstoun

Kevin has over 20 year’s experience of working within financial markets technology including Citigroup and HSBC.

Kevin helped to establish the FIX protocol in Europe. His first FIX engine was given away as a learning aid that helped many enterprises further their knowledge of FIX. Kevin is the designer of the FIX Repository for FIX Protocol Limited, Co-chairs the Global Technical Committee, and is an active member of the Global Steering Committee.

Rupert Smith, Contributor to the Apache Qpid implementation of AMQP

Rupert Smith

Biography: Rupert Smith

Rupert Smith is a Java programmer, who started out tinkering at the low-level end of things; Assembler and C. He first worked on messaging software as a contributor to the Apache Qpid implementation of AMQP. He is currently working for Rapid Addition which is a fertile place to mix ideas from his background with low-latency focus at Rapid. He studied Computer Science at Cambridge University and maintains an interest in compiler development, particularly for logic based languages. His main hobby is camping and nature conservation.