[150047] in North American Network Operators' Group
Re: Hi speed trading - hi speed monitoring
daemon@ATHENA.MIT.EDU (Valdis.Kletnieks@vt.edu)
Fri Feb 17 13:37:59 2012
To: Rodrick Brown <rodrick.brown@gmail.com>
In-Reply-To: Your message of "Fri, 17 Feb 2012 13:01:36 EST."
<1AE1F810-452C-45A9-83C9-2110ECF155D6@gmail.com>
From: Valdis.Kletnieks@vt.edu
Date: Fri, 17 Feb 2012 13:36:35 -0500
Cc: NANOG <nanog@nanog.org>
Errors-To: nanog-bounces+nanog.discuss=bloom-picayune.mit.edu@nanog.org
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On Fri, 17 Feb 2012 13:01:36 EST, Rodrick Brown said:
> Trades today in the equity markets must be within the national best bid, best
> offer price range or companies can be fined by the SEC which is why latency
> an jitter can be problematic in financial networks.
Am I the only one who thinks that if network jitter can make you fall outside
the acceptable price window, maybe, just maybe, the market is just too damned
volatile for its own good?
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