On Feb 16, 2012, at 8:03 AM, Hank Nussbacher <h...@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 > >
