Server vs PC for trading

Quote from IndexTrader:

Guys, I appreciate the responses. Maybe next time I get a new system, I'll go the server route to see the difference for myself.

Lately, on 1 system running tradestation and excel using DDE data for 600 symbols, excel sometimes freezes/crashes, which is unusual I think, for excel.
Its on a new P4 winXppro with 512mb mem.

Makes me wonder if things would be different using a server.
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I doubt the computer is your problem.

Get rid of Excel first...DDE was never meant to handle this kind of load...

nitro
 
I use WindowsServer2003 for trading and all other daily usage.
The retail price of the OS is very expensive, but obtaining MSDN licence, it becomes very reasonable price. Since I develop my own application for AutomatedTradingSystm, I've needed VisualStudio.net also. Including the developing tool, and 10licences of every OS such as Win98,2k, XP, 2003, it was like $600 with cashback. It's a developer's license, but I guess it's really ok for the personal daily usage.

Server2003 is a very solid OS, it's lighter than XP. It's basically a server OS, but you can simply turn off various server component function and use it a desktop OS.
http://www.msfn.org/win2k3/index.htm (pefect configuring manual)
Personally, I enjoy IIS6(http, ftp server), full remotedesktop(this is really great, enhanced version of XP pro remote) of server2003.
So far, Server2003 is the best OS ever by MS. I feel that their OS finally achieved the true proffessional level compairing to the former OS version -NT5.1(XP).
Highly reccomended for traders.

Smooth
 
Quote from nitro:

To be honest with you, I am not convinced that the way I am doing things is the most efficient. FWIW, I have given this alot of thought and I am not certain that I have the "best" or even the third best design.
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I'd venture to say that you are most likely getting there real fast, quick and in a hurry. Equivalent to a top fueler doing 330 mph down that short little ole 1/4 mile dragstrip. I'll bet that you are hooking up quite nicely. Actually borderline hitting on sinister!

What the hell was that? I don't know it was too fast to see, but rumor has it they call him nitro. :D

http://www.mbz.org/info/fun/aafuel/
 
Unless you need Terminal Services, and the capacity to run more than four CPU's, there is no reason to get Server over Workstation. They are the same product, and in fact, when you turn off "all those services you don't need," you have turned Server into Workstation and spent another several hundred dollars for no reason.

nitro
Quote from SmoothTraderFX:

I use WindowsServer2003 for trading and all other daily usage.
The retail price of the OS is very expensive, but obtaining MSDN licence, it becomes very reasonable price. Since I develop my own application for AutomatedTradingSystm, I've needed VisualStudio.net also. Including the developing tool, and 10licences of every OS such as Win98,2k, XP, 2003, it was like $600 with cashback. It's a developer's license, but I guess it's really ok for the personal daily usage.

Server2003 is a very solid OS, it's lighter than XP. It's basically a server OS, but you can simply turn off various server component function and use it a desktop OS.
http://www.msfn.org/win2k3/index.htm (pefect configuring manual)
Personally, I enjoy IIS6(http, ftp server), full remotedesktop(this is really great, enhanced version of XP pro remote) of server2003.
So far, Server2003 is the best OS ever by MS. I feel that their OS finally achieved the true proffessional level compairing to the former OS version -NT5.1(XP).
Highly reccomended for traders.

Smooth
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Dang...what the heck are those apps doing? I hope they are as massively profitable as they are multithreaded <grin>.

-eLindy

Quote from nitro:

complex,

Thanks for the suggestion.

My applications are not only multithreaded, they are massively mt. I have on average 75 threads from the threadpool running to handle the load.

nitro
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Quote from nitro:
In a sense, using fibres is what you are describing. However, I am not sure that my application maps to that design pattern. You see, I am at the mercy of my datafeed design decisions and the way they dispatch the quotes to me. It is imperative that I not hang on to a quote for too long on the thread that dispatched the quote to me.
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Understand your point about not holding the quote too long on the thread the datafeed's data distribution is operating on - that could slow down or lock up the datafeed processing due to data synchronization interlock.

Rather than 75 threads though, you could service the datafeed events on one thread, queue the data to a common queue and AST or event flag a processing thread to act on it. Use event driven processes on the action thread to keep processing flowing continually. Then the datafeed thread gets its own processor and your action thread gets its own and can just continually process data and events without excessive context switches. Doesn't even use fibres (which are essentially like threads but that have to be scheduled manually by the app). Use of fibres will NOT reduce context switching. To reduce context switching you need to condense what are now 75+ threads into fewer (maybe 1-2) asynchronous event driven execution streams.
 
Quote from ArchAngel:

Understand your point about not holding the quote too long on the thread the datafeed's data distribution is operating on - that could slow down or lock up the datafeed processing due to data synchronization interlock.

Rather than 75 threads though, you could service the datafeed events on one thread, queue the data to a common queue and AST or event flag a processing thread to act on it. Use event driven processes on the action thread to keep processing flowing continually. Then the datafeed thread gets its own processor and your action thread gets its own and can just continually process data and events without excessive context switches. Doesn't even use fibres (which are essentially like threads but that have to be scheduled manually by the app). Use of fibres will NOT reduce context switching. To reduce context switching you need to condense what are now 75+ threads into fewer (maybe 1-2) asynchronous event driven execution streams.
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In other words, nitro, you don't know what you're doing ! lol :D
 
Quote from ArchAngel:

....
you could service the datafeed events on one thread, queue the data to a common queue and AST or event flag a processing thread to act on it. Use event driven processes on the action thread to keep processing flowing continually.

.... Use of fibres will NOT reduce context switching. To reduce context switching you need to condense what are now 75+ threads into fewer (maybe 1-2) asynchronous event driven execution streams.
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We use exactly this mechanism - event triggering - to handle processing on just one or two threads for handling most data feeds. The easiest and -usually - most effective way to reduce context switching is to reduce the number of threads.

Fibres are another matter: They can be effective in some cases if you already have everything else optimized. In this case they sometimes offer the opportunity to further reduce context switches.

So, first analyze your design to seek to REDUCE the number of threads and then next see if adding a application switch that allows a use of fibres will further improve things. Typically this is only something like a 1 - 3 percent improvement. The biggest bank for the buck comes from simply reducing the total number of threads.
 
For anyone contemplating an upgrade to your home trading PC, I would suggest one of the new Serial ATA Drives that are on the market today with 8mb buffers. As noted earlier, most servers will run SCSI drives vs the mainstream EIDE drives in home PC's.

Western Digital makes the "Raptor" and it runs at 10,000 rpm, just in case you have some heavy I/O type programs. It can create some heat so you might want to add a small hard drive fan to it. Otherwise, one of their regular "Caviar" 7200 rpm drives is just fine.

http://www.wdc.com/en/products/products.asp?DriveID=57

5 year warranty, too.
 
Well. it's not the same.
WindowsServer2003(NT5.2) Kernel is overwholed from XP(NT5.1).
I upgraded from XPpro, and the response has got obvisouly better.
There is not a desktop client version of NT5.2, and the next client OS is NT6.0-LongHorn.

Again, regrading the cost, to me, obtaining the developing the tool, and 10 licences of all OS version, it's pretty reasonalbe.
I have 3 PC at LAN, and can install the OS to each machine at that cost.

Smooth


Quote from nitro:

Unless you need Terminal Services, and the capacity to run more than four CPU's, there is no reason to get Server over Workstation. They are the same product, and in fact, when you turn off "all those services you don't need," you have turned Server into Workstation and spent another several hundred dollars for no reason.

nitro
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