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.
This small programming code can detect delays as short as a millionth of a second in a router. The code will also detect packet loss as small and rare as one packet loss in a million. Every router in a data center can run this small code.
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.
Big brokerage houses will be very interested in this technology. If an institutional investor has a stock trading algorithm that reacts to incoming market data just 100 microseconds earlier than the competition, it can buy millions of shares and push the price of a stock higher before the competition has time to react.
Exchanges such as the London Stock Exchange use specially designed external hardware boxes to track delays at various key points in the data center network. But these external hardware systems are too large and too expensive to be added to every router in a data center network running an automated stock trading system. This makes it difficult for the network managers to identify and locate problematic routers before they cost the company large amounts of money.
This approach will allow router vendors to add fine scale delay and loss tracking at every router for little if any cost. This will obsolete expensive external network monitoring boxes at every router.
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 these two sums (from the groups that have no loss) and dividing by the number of messages provides an estimate of the average delay with very little overhead. In fact, it really is just a series of lightweight counters.
With this computer programming code built into every router, a data center manager will be able to quickly pinpoint the offending router and interface that is adding extra millionth of a second delays or losing even one packet in a million. - 23159
The University of California and Purdue teamed up to create this cheap solution. The programming code was presented on August 20th, 2009 at SIGCOMM.
This small programming code can detect delays as short as a millionth of a second in a router. The code will also detect packet loss as small and rare as one packet loss in a million. Every router in a data center can run this small code.
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.
Big brokerage houses will be very interested in this technology. If an institutional investor has a stock trading algorithm that reacts to incoming market data just 100 microseconds earlier than the competition, it can buy millions of shares and push the price of a stock higher before the competition has time to react.
Exchanges such as the London Stock Exchange use specially designed external hardware boxes to track delays at various key points in the data center network. But these external hardware systems are too large and too expensive to be added to every router in a data center network running an automated stock trading system. This makes it difficult for the network managers to identify and locate problematic routers before they cost the company large amounts of money.
This approach will allow router vendors to add fine scale delay and loss tracking at every router for little if any cost. This will obsolete expensive external network monitoring boxes at every router.
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 these two sums (from the groups that have no loss) and dividing by the number of messages provides an estimate of the average delay with very little overhead. In fact, it really is just a series of lightweight counters.
With this computer programming code built into every router, a data center manager will be able to quickly pinpoint the offending router and interface that is adding extra millionth of a second delays or losing even one packet in a million. - 23159
About the Author:
By Lance Jepsen. For free stock trading advice by master stock traders and free stock charting software go to stock trading
posted by X - Men @ 3:07 AM
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