[149907] in North American Network Operators' Group
Re: Hi speed trading - hi speed monitoring
daemon@ATHENA.MIT.EDU (George Herbert)
Thu Feb 16 18:39:45 2012
In-Reply-To: <4F3D6E15.7080006@ucla.edu>
Date: Thu, 16 Feb 2012 15:38:38 -0800
From: George Herbert <george.herbert@gmail.com>
To: Jason Chambers <jchambers@ucla.edu>
Cc: nanog@nanog.org
Errors-To: nanog-bounces+nanog.discuss=bloom-picayune.mit.edu@nanog.org
On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers <jchambers@ucla.edu> wrote:
> On 2/16/12 5:03 AM, 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.
>>
>
> Some complementary information I read a few weeks ago:
>
> http://www.homelandsecuritynewswire.com/critical-cyber-vulnerabilities-found-financial-system
>
> http://www.cpacket.com/latency
>
> http://www.cpacket.com/download/Introduction%20to%20Network%20Latency%20Engineering.pdf
>
> Regards,
>
> --Jason
This all is very familiar to anyone who's looked at ethernet (or other
networks) for real-time control purposes, such as flight control of
aircraft or rockets or for autos or other ground vehicles.
Though the finance people are pushing it a lot more than the rocket
and aircraft control people I know... I guess markets crash faster
than rockets!
--
-george william herbert
george.herbert@gmail.com
