Re: OT: high frequency trading

Even the choice of port that you use to cable with and what other cables
share that portion of the backplane can affect traffic flow speeds. You need
the full hardware specs of your switches (engineering specs) to see this,
but having worked briefly for a vendor (non-Cisco) it was pretty clear where
there were pro's and con's to each switch model and a congested or
oversubscribed backplane is a serious source of congestion (intra-switch).
Provided the port speed and duplex is the same across the switches the
serialization delay will be the same across both.

-- 
Cheers,
Jared Scrivener
CCSI #30878, CCIE3 #16983 (R&S, SP, Security)
www.MicronicsTraining.com
Sr. Technical Instructor
YES! We take Cisco Learning Credits!
Training And Remote Racks available
LinkedIn:www.linkedin.com/in/jaredscrivener
On Sat, Feb 13, 2010 at 11:20 PM, <Keegan.Holley_at_sungard.com> wrote:
> This has been done and re-done over and over.  You can colo at the
> exchange itself or there are probably a wealth of carrier hotels within
> 10ms of it.  The bottleneck is almost always going to be the software
> though.  I haven't actually seen studies on this, but off the top of my
> head I'm curious about the benefit of lowering latency from 15ms to say 2
> or 3.  The software can take 1 or 2 full seconds or more to do it's DB
> calls and actually use the connection.
>
>
>
>
> From:
> "Joseph L. Brunner" <joe_at_affirmedsystems.com>
> To:
> Gregory Gombas <ggombas_at_gmail.com>, Anthony Bonilla
> <anthonybonilla.ccie_at_gmail.com>
> Cc:
> "ccielab_at_groupstudy.com" <ccielab_at_groupstudy.com>
> Date:
> 02/12/2010 10:54 AM
> Subject:
> RE: OT: high frequency trading
> Sent by:
> <nobody_at_groupstudy.com>
>
>
>
> Actually most shops send the orders to different exchanges and black books
> and of course arbitrage between the price differences they can exploit.
> The can often find liquidity before anyone else knows it exists, and they
> can send orders our for a very short time, of course pulling them if they
> don't get the price they want...
>
> It's kind of a nice study to work with these guys- they do eat the slower
> players lunch (that may be software not just location based slowness).
>
> Pretty much all the major players are already at the exchanges and
> therefore you have to do it.
>
> -Joe
>
> -----Original Message-----
> From: nobody_at_groupstudy.com [mailto:nobody_at_groupstudy.com] On Behalf Of
> Gregory Gombas
> Sent: Friday, February 12, 2010 9:17 AM
> To: Anthony Bonilla
> Cc: ccielab_at_groupstudy.com
> Subject: Re: OT: high frequency trading
>
> Tell them it won't matter anyway because whatever slight edge they
> will get over their competitor by collocating at the exchange will
> disappear once their competitor does the same :-)
>
> On Thu, Feb 11, 2010 at 10:23 PM, Anthony Bonilla
> <anthonybonilla.ccie_at_gmail.com> wrote:
> > Hi all, I am back again.  Have a question regarding high frequency
> trading.
> > We are planning on collocating at an exchange for trading and are
> looking
> > for doing lowest latency possible.  I wanted to see if anyone else is
> doing
> > this and if there are any recommendations.  I am currently thinking
> about
> > 4900M and nexus 5k (layer 2) but am interested in seeing what others
> have
> > done and whether there are any best practices from cisco to ensure that
> we
> > achive lowest latency.  TIA.
> >
> >
> > Blogs and organic groups at http://www.ccie.net
> >
> > _______________________________________________________________________
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>
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> Blogs and organic groups at http://www.ccie.net
>
> _______________________________________________________________________
> Subscription information may be found at:
> http://www.groupstudy.com/list/CCIELab.html
>
>
> Blogs and organic groups at http://www.ccie.net
>
> _______________________________________________________________________
> Subscription information may be found at:
> http://www.groupstudy.com/list/CCIELab.html
>
>
>
>
>
>
>
>
-- 
Cheers,
Jared Scrivener
CCSI #30878, CCIE3 #16983 (R&S, SP, Security)
www.MicronicsTraining.com
Sr. Technical Instructor
YES! We take Cisco Learning Credits!
Training And Remote Racks available
LinkedIn:www.linkedin.com/in/jaredscrivener
Blogs and organic groups at http://www.ccie.net