nanog 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 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 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: http://www.fragmentationneeded.net/2011/12/pricing-and-trading-networks-down-is-up.html Jethro. . . . . . . . . . . . . . . . . . . . . . . . . . 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.
Current thread:
- Hi speed trading - hi speed monitoring Hank Nussbacher (Feb 16)
- Re: Hi speed trading - hi speed monitoring Rodrick Brown (Feb 16)
- Re: Hi speed trading - hi speed monitoring Jethro R Binks (Feb 16)
- Message not available
- Re: Hi speed trading - hi speed monitoring Hank Nussbacher (Feb 16)
- Re: Hi speed trading - hi speed monitoring Christopher J. Pilkington (Feb 16)
- Re: Hi speed trading - hi speed monitoring Jason Chambers (Feb 16)
- Re: Hi speed trading - hi speed monitoring George Herbert (Feb 16)
- Re: Hi speed trading - hi speed monitoring Joel jaeggli (Feb 16)
- Re: Hi speed trading - hi speed monitoring Paul Graydon (Feb 16)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)
- Re: Hi speed trading - hi speed monitoring John Osmon (Feb 17)
- Re: Hi speed trading - hi speed monitoring Rodrick Brown (Feb 17)
- Re: Hi speed trading - hi speed monitoring Valdis . Kletnieks (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)