nanog mailing list archives
Re: Hi speed trading - hi speed monitoring
From: Paul Graydon <paul () paulgraydon co uk>
Date: Thu, 16 Feb 2012 15:08:31 -1000
On 2/16/2012 3:03 AM, Hank Nussbacher wrote:
Anecdotally, I had an interview years ago for a small-ish futures trading company based in London. The interviewer had to pause the interview part way through whilst he investigated a 10ms latency spike that the traders were noticing on a short point-to-point fiber link to the London Stock Exchange. He commented that the traders were far better at 'feeling' when an connection was showing even a trace of lag compared to normal than anything he'd set up by way of monitoring (not sure how good his monitoring was, though.)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. -Hank
Paul
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)
- Re: Hi speed trading - hi speed monitoring Joel jaeggli (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)