Saturday, February 11, 2012

Bios Advanced CPU Power Saving Mode

CPU Power Saving will impact HFT performance?

As we know that all CPU has its power saving mode enabled as default in your BIOS. You might wonder whether it will have impact on the performance of your High Frequency Trading systems and how?

Let us look at a standard /etc/cpuinfo output from linux OS.
Look at above screenshot carefully, you will see that Model Name of this CPU is Intel Core2 CPU with 2.4GHz. However when you check a few lines below - cpu MHz is only 1.6GHz (1596.00MHz). Why is there any difference here? it is all thanks to CPU Power Saving Mode. When your CPU is job free, it will enter power saving mode to run in a slower speed to save energy. This is actually smart strategy to be environmental friendly and end user will never notice the performance difference of normal programmes, which means no sacrifice of customer satisfactions.

However CPU power saving mode will hit HFT performance badly when we are in the scale of 10 to 20 micro-seconds measurements. While some of your threads/process are waiting for triggering events, mostly market data ticks, CPU, which is executing those threads/process, will enter power saving mode. Once market tick comes in, CPU will take longer time to wake up those threads/process and then take time to speed up to execute them. It results in around 10 micro-seconds degradation of performance, which is 50% to 100% decrease of your system's performance. The recommendation is that disable your server's CPU Power Saving Mode during market hours and shut down your servers while they are not in service.

How to disable in Bios the Advanced CPU Power Saving Mode? You can follow below steps:
Bios Advanced CPU Power Saving Mode Settings - Step 1

Bios Settings - Step 2

BIOS Settings Step 3


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