Hi speed trading - hi speed monitoring

Rodrick Brown rodrick.brown at gmail.com
Thu Feb 16 13:35:28 UTC 2012

On Feb 16, 2012, at 8:03 AM, Hank Nussbacher <hank at efes.iucc.ac.il> 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've had great success using appliances from network monitoring vendor  Corvil - http://www.corvil.com/ and TS-A's TipOff - www.ts-a.com/TipOff/tipoff.html 

Both can decode most market data feeds formats and drill down to provide a slew of details when trying to debug jitter and latency on networks where sub-millisecond thresholds are essential for analysis.

Disclaimer: I'm no way affiliated with any of these companies or products.

> I guess trading and networking do have many unseen similarities.
> -Hank

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