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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
http://www.wired.com/wiredscience/2012/02/high-speed-trading/

"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.

-Hank




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