Tracking Stock Trading Network Delays
Computer programmers have created an inexpensive solution for diagnosing delays in data center networks as short as a hundred millionth of a second. These very short delays measured in millionths of a second can cause multi-million dollar losses for investment banks running automatic stock trading systems.
The University of California and Purdue teamed up to create this cheap solution. The programming code was presented on August 20th, 2009 at SIGCOMM.
A delay as short as a millionth of a second can be detected in a router. Even packet loss as rare as one packet in 10 million can be detected with this programming code. This code can run on any router and does not slow the router down.
No new hardware is required. The team of computer programmers call their code the Lossy Difference Aggregator. The programming code has no speed penalty on the router in which it runs.
Institution stock traders and corporations that sell online stock trading platforms will go crazy for this technology. The reason is that if an online brokerage firm has a stock trading algorithm that reacts to an incoming market data feed even just 100 microseconds faster than the competition, they can buy millions of shares before their competitors.
Online automated exchanges like the American Stock Exchange use custom designed hardware boxes that are very expensive. These boxes are put on routers and key points in a data center network. These external hardware boxes are too expensive to put on every router within a data center network making it difficult to trouble shoot and find a problem router. By the time the problem is detected and fixed, it will cost the company anywhere from 2 to 4 million dollars because of delayed buy and sell orders.
Router vendors will now be able to add this programming code to every router at no extra cost to the customer. Expensive external router monitoring hardware will no longer be needed.
The way router performance is monitored now is by expensive external hardware that tracks when a packet enters the router and when it exists the router and then takes the difference of those times.
This new computer programming code works almost the same way but instead of taking the arrival and departure times of every packet, it splits the incoming packets into groups and then calculates the arrival and departure times of each group. As long as the number of groups is greater than the number of losses, at least one group will give a good estimate.
Subtracting the sums of the groups and then dividing by the number of messages gives an approximation of the average delay with very little performance reduction of the router. It has about the same overhead as a series of small counters.
A data center network that has this programming code built in to every router will be able to quickly pinpoint a faulty router that is adding an extra millionth of a second delay or that is losing one packet in ten million. - 23311
The University of California and Purdue teamed up to create this cheap solution. The programming code was presented on August 20th, 2009 at SIGCOMM.
A delay as short as a millionth of a second can be detected in a router. Even packet loss as rare as one packet in 10 million can be detected with this programming code. This code can run on any router and does not slow the router down.
No new hardware is required. The team of computer programmers call their code the Lossy Difference Aggregator. The programming code has no speed penalty on the router in which it runs.
Institution stock traders and corporations that sell online stock trading platforms will go crazy for this technology. The reason is that if an online brokerage firm has a stock trading algorithm that reacts to an incoming market data feed even just 100 microseconds faster than the competition, they can buy millions of shares before their competitors.
Online automated exchanges like the American Stock Exchange use custom designed hardware boxes that are very expensive. These boxes are put on routers and key points in a data center network. These external hardware boxes are too expensive to put on every router within a data center network making it difficult to trouble shoot and find a problem router. By the time the problem is detected and fixed, it will cost the company anywhere from 2 to 4 million dollars because of delayed buy and sell orders.
Router vendors will now be able to add this programming code to every router at no extra cost to the customer. Expensive external router monitoring hardware will no longer be needed.
The way router performance is monitored now is by expensive external hardware that tracks when a packet enters the router and when it exists the router and then takes the difference of those times.
This new computer programming code works almost the same way but instead of taking the arrival and departure times of every packet, it splits the incoming packets into groups and then calculates the arrival and departure times of each group. As long as the number of groups is greater than the number of losses, at least one group will give a good estimate.
Subtracting the sums of the groups and then dividing by the number of messages gives an approximation of the average delay with very little performance reduction of the router. It has about the same overhead as a series of small counters.
A data center network that has this programming code built in to every router will be able to quickly pinpoint a faulty router that is adding an extra millionth of a second delay or that is losing one packet in ten million. - 23311
About the Author:
By Lance Jepsen. Do not lose money in another trade. Get free stock trading tips and advice from guru stock traders by going to stock trading
posted by Mr. Forex at
2:14 AM
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