I'm helping develop an order quote service for a customer in financial markets using WebSphere Extreme Scale (ObjectGrid). The application simply pulls the current quote for a particular stock from a feed and maintains the current price and the 20 minute history in memory for each stock. The price updates arrive at 200k/sec(!!) so it's quite a pace. There is a lot of data as there is 230k stocks to keep the quotes with history for. Clients can request the current live price for a stock or the 20 minute delayed price for a stock if they haven't paid for the live service.
The application is currently running on a pair of older dual socket quad core Intel servers connected with Gb ethernet. Thats 8 cores each or 16 cores in total. The two boxes are currently handling this service at 350k/sec price updates in total, 175K per server. All updates are asynchronously replicated for high availability. Scaling up is a matter of running the application on more hardware. 4 such boxes would deliver 700k/sec, 8 such boxes 1.4m/sec and so on. With no replication then I'm getting well over a million per box but no surprise there, if you do nothing then it goes real fast :)
Anyway, just thought I'd share. If anyone wants the application we provided as a sample then please email me.
