Techdoer Times

In this era of low-latency, high-performance electronic and algorithmic trading, vendors, regulators and business strategist continue to misinform and sometimes disinform industry participants with references to time. Vendors, for example, can selectively...

Measuring message latency, especially for the data volumes and latency thresholds expected by Wall Street is tricky business these days, as we've previously covered. Even trickier is finding clarity in the midst of confusing and too many times...

Collapsing Time While the impact has already been enormous, history will show how the shift from floor-based specialist trading to electronic trading changed the way investors, specialists, investment banks, brokers, exchanges and other industry...

Exploding Message Rates Previously, we introduced the industry changes driving the technology performance problems on Wall Street. The first of these problems is growing bandwidth utilization resulting from the exploding message rates in market data...

On Your Marks... Since the start of this decade, the US financial stock markets have experienced massive industry changes resulting from regulatory, competitive and innovative forces. These changes have led market participants to engage in an all out...

Part 4 presented propagation delay, or the delay incurred as packets travel between sending and receiving nodes. The Measuring Latency series has illustrated some of the low-level but nonetheless key contributors to messaging latency. Understanding these...

Part 3 to this series presented serialization delay, or the delay incurred while placing packets of data on the wire. Part 4 of this series on measuring the latency in messaging systems will focus on the latency of these packets as they travel between the...

Part 2 to this series presented packetization delay, or the delay incurred as all systems, along the message path, create and reshape packets. Part 3 of this series on measuring the latency in messaging systems will focus on serialization delay, or the...

Part 1 to this series presented 3 types of delays that constitute latency measurements in messaging systems. Packetization delay represents the first type of delay, which we will discuss next. All references to packets below are for the IPv4 definition...

Latency Introduction In this 5 part series, we'll cover the topic of latency in messaging systems. For the purpose of this series, we refer to latency as the time it takes for binary or ascii messages to travel from a sending source to a receiving...