Stock Trading And Network Delays
Delays in data center networks can now be detected that are as short as a millionth of a second. Computer programmers have created a clever software program that can save investment banks running automatic stock trading systems millions of dollars.
Purdue and the University of California computer science departments teamed up to work on the problem. They created a very small algorithm that requires no additional hardware to run.
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.
The programming code is called the Lossy Difference Aggregator. It requires no new hardware and has no performance penalty on the router.
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.
This computer programming code will allow router vendors to add loss tracking on every router at no additional cost. This will completely eliminate the need for specialized external router monitoring devices.
The way a router's performance is measured now is that an external hardware device tracks when a packet arrives and when it leaves and then takes the difference of those times.
Instead of summing the arrival and departure times of all packets traveling through a router, the computer programmers new system randomly splits incoming packets into groups and then adds up arrival and departure times of each of the groups separately. As long as the number of losses is smaller than the number of groups, 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.
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. - 23204
Purdue and the University of California computer science departments teamed up to work on the problem. They created a very small algorithm that requires no additional hardware to run.
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.
The programming code is called the Lossy Difference Aggregator. It requires no new hardware and has no performance penalty on the router.
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.
This computer programming code will allow router vendors to add loss tracking on every router at no additional cost. This will completely eliminate the need for specialized external router monitoring devices.
The way a router's performance is measured now is that an external hardware device tracks when a packet arrives and when it leaves and then takes the difference of those times.
Instead of summing the arrival and departure times of all packets traveling through a router, the computer programmers new system randomly splits incoming packets into groups and then adds up arrival and departure times of each of the groups separately. As long as the number of losses is smaller than the number of groups, 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.
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. - 23204
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 X - Men @ 5:23 AM
0 Comments
0 Comments:
Post a Comment
Subscribe to Post Comments [Atom]
<< Home