Fragmentation Needed corrects IE6 width calculation google_ad_section_start(name=default) Tuesday, January 3, 2012 Dispatches From The Trading Floor - MoldUDP My pricing networks post has gotten a lot of feedback . Because of its popularity, I've decided to write up a case study detailing one of the interesting problems I was asked to solve. The Incident One morning around 10:00, a pricing support guy cornered me in the hallway: "Hey, did something happen at 9:34 this morning? We lost some data on the NASDAQ ITCH feed... Did you notice anything?" When I got back to my desk, I found that pricing support had left some feed handler logs in my inbox. The logs explained that three consecutive pricing updates had been los...