mailing list archives
Re: Hi speed trading - hi speed monitoring
From: Rodrick Brown <rodrick.brown () gmail com>
Date: Thu, 16 Feb 2012 08:35:28 -0500
On Feb 16, 2012, at 8:03 AM, Hank Nussbacher <hank () efes iucc ac il> wrote:
Nanosecond Trading Could Make Markets Go Haywire
"Below the 950-millisecond level, where computerized trading occurs so quickly that human traders can't even react,
no fewer than 18,520 crashes and spikes occurred."
Anyone who has managed a network knows that when you look at your MRTG/Cacti graphs at 5min, 10min ,15min intervals -
all looks well. Start looking at 1sec intervals and you will see spikes that hit 100% of capacity - even on networks
running at 25% average utilization
I've had great success using appliances from network monitoring vendor Corvil - http://www.corvil.com/ and TS-A's
TipOff - www.ts-a.com/TipOff/tipoff.html
Both can decode most market data feeds formats and drill down to provide a slew of details when trying to debug jitter
and latency on networks where sub-millisecond thresholds are essential for analysis.
Disclaimer: I'm no way affiliated with any of these companies or products.
I guess trading and networking do have many unseen similarities.