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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.


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