Here's the summary quotation attributed to the customer: LSE CIO David lester:
"No other exchange is undertaking such an ambitious technology refresh programme based on next-generation Microsoft technology. We've always provided a first-class service, but now we can claim to be the fastest in the world as well."
Take a careful look at the actual wording: "No other exchange is undertaking.." and, "now we can claim to be the fastest in the world." (Emphasis added.)
The Tandem system this replaced was first installed in 1995 and had earned its non-stop trade name with zero downtime over the last six operating years, but now belongs to HP and is therefore going away. In response LSE CIO David Lester developed a plan - one structured around a partnership with Microsoft:
Before choosing Microsoft technology, the London Stock Exchange reviewed several potential architectures to meet the requirements of Infolect® and the TRM design objectives. The Microsoft .NET Framework -an integral component of the Windows Server® 2003 operating system- was selected for a number of reasons, including developer efficiency, performance, and scalability. The Infolect® application, which went into production in September 2005, was implemented on a total of 120 HP ProLiant servers across multiple data centres. This configuration allows Infolect to process an average of 15 million real-time messages a day distributed to more than 107,000 trading screens in more than 100 countries.
120 HP Proliant servers sounds like a lot - but then so does 15 million if you're thinking in terms of personal dollars or weeds to pull in your garden. On the other hand, the need for 120 servers is less than obvious given that the volume amounts to only about 520 messages per second for an eight hour trading day and is easily within scope for a small Unix server like a four way Opteron or T2000 - something that shouldn't be a surprise given that the application formerly ran on nothing more than a somewhat upgraded mid nineties Tandem.
That 520 messages per second average volume estimate, by the way, matches what you get if you look closely at their claim to be the "fastest in the world."
Here's their headline summary:
London Stock Exchange Cuts Information Dissemination Time from 30 to 2 Milliseconds
That's fast - in fact, 2ms barely exceeds communications latency for a typical PC NIC.
But look carefully at the wording, especially as repeated in the excerpt below, and you'll see how this miracle is achieved:
Reliability is fundamental to the London Stock Exchange value proposition for the market and continues to give its senior managers peace of mind about system uptime. There are approximately 300 customers who connect directly to the live Infolect system to receive real-time market data directly from the London Stock Exchange. The data disseminated from Infolect is then displayed on more than 107,000 terminals in more than 100 countries.
Notice that they imply that their data goes to 107,000 screens worldwide, but actually say only that it goes to 300 or so customer owned devices on their local area network - and 520 messages per second means they take an average of just about 2ms to deliver.
In other words the performance claim amounts to saying they have a relatively slow LAN and those "107,000 screens in 100 more than countries" have absolutely nothing to do with it because those networks are run by LSE's 300 or so big customers - and it's very doubtful that any of them would have noticed any performance change at all.
At the end of which, of course, I was still wondering what Linux had to do with any of this - Microsoft's headline, after all, said that the LSE picked Windows over Linux for reliability.
The answer is that neither Linux nor Solaris nor any other Unix variant is mentioned in this report; Microsoft simply hung an anti-Linux label on a very carefully worded story about a pair of committed Microsoft partners, HP and Accenture, getting together with Microsoft to sell rather simple technology to a willing customer - whose employers, I think, should be seriously embarrassed.