Tag Archives: trading network

How to monitor your quant HFT high frequency trading network for low latency?

How to monitor your quant HFT high frequency trading network for low latency?

This company was noticed on Linked In. Here are some of their benefits:

To stay competitive they invest substantial sums of money to accelerate information flow between traders, exchanges and applications. This means constantly striving for lower network latency and higher application performance.

At Endace, we work with some of the largest financial institutions in the world to help measure and monitor their trading infrastructures. The rapid growth in the high performance trading sector globally, fueled by market deregulation and an increase in the number of alternative trading venues, has created new demand for high speed, high accuracy packet capture and analysis tools to measure, monitor and analyse traffic. Which is exactly what we do best.

What they do:

Our Low Latency Monitoring solution is in use all over the world, helping large investment banks and high performance trading companies build competitive advantage. We find that most of our customers are trying to solve at least one, if not more, of the following problems.

Analyse trading and performance anomalies
Measure and monitor for latency in market data and trade execution
Create a single authoritative data source that every system and individual can leverage
Achieve Reg NMS and MiFID compliance
Deliver absolute timing accuracy for timing arbitrage across large physical distances
Assist with the efficient deployment of multiple real-time applications
Benchmark the performance of trade-execution venues

Other solutions:
Endace’s solution consists of a network of managed Probes linked together to form a packet capture and analysis “fabric”. Each Probe not only timestamps and captures every single packet of information to the onboard disk (so that’s every piece of market data and every trade), but also enables you to run multiple analytics, measurement and monitoring applications on the data in real time / non-real time.

Every packet is captured, timestamped, written to disk
Each and every packet is made available for analysis by up to 6 different applications in both real and/or non-real time
Raw packets can be accessed and mined by individuals within the organisation using a range of different tools
All applications are fed from a single, authoritative source of network traffic


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!