Finding Stock Trading Network Router Delays
A cheap solution has been discovered by computer programmers for detecting millionth of a second delays in routers in data center networks. Automatic stock trading systems with even a millionth of a second delay can cost over a million 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.
This new programming method enables data centers to diagnose delays as short as millionths of a second in routers. The programming method also will detect packet loss as infrequent as one in a million at every router in a data center's network.
The programming code is called the Lossy Difference Aggregator. It requires no new hardware and has no performance penalty on the router.
Online brokers houses and stock trading platforms will love this new technology. The reason is that if you can get into a trade faster than everyone else, their buy orders will push up your position. A delay of even 100 microseconds over an incoming stock data feed can cause your buy and sell orders to be behind that of competing brokerage houses.
Exchanges like the Nasdaq use very expensive custom hardware designed to track delays in the performance of routers at different key points within a data center network. But these hardware boxes are too expensive to be added to every router within a data center's network. Especially if that data center is running an automated stock trading system. By the time the I.T. Department detects a problem router, it usually costs the company 1 - 3 million dollars in delayed entry and exits on trades.
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 tracking the entry and exit times of all packets going through a router, this computer code randomly divides the incoming packets into groups and then calculates the entry and exit times of each group. As long as the number of losses is smaller than the number of groups, at least one group will give a good estimate.
Calculating the difference of the groups arrival and departure times and then dividing by the total number of messages gives a very accurate estimate of the average delay of a given router. This approach requires so little computer programming code that it really is about the same code as a simple counter.
A data center that has thousands of routers all running this new programming code in each router will be able to detect problem routers very quickly. In tests, a router that is adding a millionth of a second delay was detected instantly. The code even detected a router that was losing one packet in every hundred million. - 23222
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.
This new programming method enables data centers to diagnose delays as short as millionths of a second in routers. The programming method also will detect packet loss as infrequent as one in a million at every router in a data center's network.
The programming code is called the Lossy Difference Aggregator. It requires no new hardware and has no performance penalty on the router.
Online brokers houses and stock trading platforms will love this new technology. The reason is that if you can get into a trade faster than everyone else, their buy orders will push up your position. A delay of even 100 microseconds over an incoming stock data feed can cause your buy and sell orders to be behind that of competing brokerage houses.
Exchanges like the Nasdaq use very expensive custom hardware designed to track delays in the performance of routers at different key points within a data center network. But these hardware boxes are too expensive to be added to every router within a data center's network. Especially if that data center is running an automated stock trading system. By the time the I.T. Department detects a problem router, it usually costs the company 1 - 3 million dollars in delayed entry and exits on trades.
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 tracking the entry and exit times of all packets going through a router, this computer code randomly divides the incoming packets into groups and then calculates the entry and exit times of each group. As long as the number of losses is smaller than the number of groups, at least one group will give a good estimate.
Calculating the difference of the groups arrival and departure times and then dividing by the total number of messages gives a very accurate estimate of the average delay of a given router. This approach requires so little computer programming code that it really is about the same code as a simple counter.
A data center that has thousands of routers all running this new programming code in each router will be able to detect problem routers very quickly. In tests, a router that is adding a millionth of a second delay was detected instantly. The code even detected a router that was losing one packet in every hundred million. - 23222
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 @ 6:29 AM
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