mailing list archives
Re: Hi speed trading - hi speed monitoring
From: Jethro R Binks <jethro.binks () strath ac uk>
Date: Thu, 16 Feb 2012 13:49:47 +0000 (GMT)
On Thu, 16 Feb 2012, Hank Nussbacher 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 guess trading and networking do have many unseen similarities.
Tieing the two together, this post shows how a lot of 'conventional'
network thinking needs to be turned on its head when it comes to networks
for trading floors:
. . . . . . . . . . . . . . . . . . . . . . . . .
Jethro R Binks, Network Manager,
Information Services Directorate, University Of Strathclyde, Glasgow, UK
The University of Strathclyde is a charitable body, registered in
Scotland, number SC015263.