nanog mailing list archives
Re: Hi speed trading - hi speed monitoring
From: George Herbert <george.herbert () gmail com>
Date: Thu, 16 Feb 2012 15:38:38 -0800
On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers <jchambers () ucla edu> wrote:
On 2/16/12 5:03 AM, 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.Some complementary information I read a few weeks ago: http://www.homelandsecuritynewswire.com/critical-cyber-vulnerabilities-found-financial-system http://www.cpacket.com/latency http://www.cpacket.com/download/Introduction%20to%20Network%20Latency%20Engineering.pdf Regards, --Jason
This all is very familiar to anyone who's looked at ethernet (or other networks) for real-time control purposes, such as flight control of aircraft or rockets or for autos or other ground vehicles. Though the finance people are pushing it a lot more than the rocket and aircraft control people I know... I guess markets crash faster than rockets! -- -george william herbert george.herbert () gmail com
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)
- Re: Hi speed trading - hi speed monitoring Leo Bicknell (Feb 17)
- RE: Hi speed trading - hi speed monitoring Kiriki Delany (Feb 17)
- Re: Hi speed trading - hi speed monitoring Craig (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)