Middleware and Performance Issues for Computational Finance Applications on Blue Gene/L

We discuss real-world case studies involving the implementation of a Web services middleware tier for the IBM Blue Gene/L supercomputer to support financial business applications. These programs that are representative of a class of modern financial analytics that take part in distributed business workflows and are heavily database-centric with input and output data stored in external SQL data warehouses. We describe the design issues related to the development of our middleware tier that provides a number of core features, including an automated SQL data extraction and staging gateway, a standardized high-level job specification schema, a well-defined Web services (SOAP) API for interoperability with other applications, and a secure HTML/JSP Web-based interface suitable for general users. Further, we provide observations on performance optimizations to support the relevant data movement requirements.