[149836] in North American Network Operators' Group
Re: Hi speed trading - hi speed monitoring
daemon@ATHENA.MIT.EDU (Jethro R Binks)
Thu Feb 16 08:51:00 2012
Date: Thu, 16 Feb 2012 13:49:47 +0000 (GMT)
From: Jethro R Binks <jethro.binks@strath.ac.uk>
To: nanog@nanog.org
In-Reply-To: <5.1.0.14.2.20120216150028.00c2df78@efes.iucc.ac.il>
Errors-To: nanog-bounces+nanog.discuss=bloom-picayune.mit.edu@nanog.org
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.
