[149844] in North American Network Operators' Group
Re: Hi speed trading - hi speed monitoring
daemon@ATHENA.MIT.EDU (Hank Nussbacher)
Thu Feb 16 10:08:57 2012
Date: Thu, 16 Feb 2012 17:07:48 +0200
To: Jethro R Binks <jethro.binks@strath.ac.uk>,nanog@nanog.org
From: Hank Nussbacher <hank@efes.iucc.ac.il>
In-Reply-To: <alpine.BSF.2.00.1202161348160.68442@qrswnz.pp.fgengu.np.hx
>
Errors-To: nanog-bounces+nanog.discuss=bloom-picayune.mit.edu@nanog.org
At 13:49 16/02/2012 +0000, Jethro R Binks wrote:
>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
Great article!
Thanks for sharing,
Hank
>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.
