While there are a lot of offerings out there, most are orientated to support Java, and I need C++ and to an extent C#, the new offerings that support AMQP are very interesting.
Here is the list I looked at:
| Name & Vendor | Type | Primary Platform | Comments |
| Wombat http://www.wombatfs.com/ | Full market data distribution system | | Wombat has all the components needed to set up your own feed handlers and ticker plant. |
| Caplin http://www.caplin.com/marketdataplatform.htm | Full market data distribution system | | Similar to Wombat, Caplin is a full featured system - my impressions last time I spoke with them was that it was very good but expensive. |
| Infodyne http://www.infodyne.com/ | Full market data distribution system | | |
| RTI http://www.rti.com/ | High Performance message system | C++ | RTI offers really high performance message routing |
| 29West LDM http://www.29west.com/ | High Performance Messaging System | | Very High performance messaging - wombat uses this as a transport |
| Lightstreamer http://www.lightstreamer.com/ | Excellent web push technology using | Web Applications, though there is thick client support | I really like this product and would definitely use it on web projects. |
| Mantaray http://www.mantamq.com/ | Open & Commercial Message distribution system | JMS/Java but has C++ and .net support. | Difficult to assess the status of Coridan since the web page is blank and the support forums are very quiet. |
| RabbitMQ http://www.rabbitmq.com/ | Open high volume resilient messaging system. | Java | Very interesting product supports high message volumes and AMQP protocol; we are interested to try the forthcoming C++ access. |
| ActiveMQ http://activemq.apache.org/ | Open source message queue system | cross platform | Great product, for general purpose messaging, we will probably support this as a transport in our internal systems. |
| Qpid http://cwiki.apache.org/qpid/ | Qpid provides multiple language implementations of the Advanced Messaged Queuing Protocol (AMQP) | Java, but C++ brokers and clients exist | This is promising as an opensource offering, I think that it needs a few more iterations before the C++ parts are ready for real use. |
| MSMQ | | Windows | Supported in our routing products |
| JMS | | Java | |
2 comments:
Do you have made any functional/performance comparison betwee 29west and RTI?
We are very much interested on a fast (low latency, high troughput) messaging system for market data distribution; but we do not trust the marketing claims that almost any vendor makes.
To your knowledge, is there an opensource messaging middleware for low latency application?
AMQP is very interesting. I noticed that Red Hat just joined FIX so thats an additional plus.
If you are doing algo trading you might also want to check out:
http://www.fixprotocol.org/working_groups/algowg/documents
If you register at FIX for free http://www.fixprotocol.org/register (only requires name and email) and return to the above directory you can get all the xml files.
Somtimes with algos, you don't need low latency. You just colocate your algo server at the exchange and then just "message" that machine with a high level algo order. All the high speed/low latency stuff runs local.
Rick
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