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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...
Fragmentation Needed corrects IE6 width calculation google_ad_section_start(name=default) Tuesday, December 20, 2011 Pricing and Trading Networks: Down is Up, Left is Right My introduction to enterprise networking was a little backward. I started out supporting trading floors, backend pricing systems, low-latency algorithmic trading systems, etc... I got there because I'd been responsible for UNIX systems producing and consuming multicast data at several large financial firms. Inevitably, the firm's network admin folks weren't up to speed on matters of performance tuning, multicast configuration and QoS, so that's where I focused my attention. One of these firms offered me a job with the word "network" in the title, a...