Critical process/components for building bullet-proof high speed trading systems

[LeeD]

Quote from mizhael:

as you know the QA simulator exchange is crappy and you often need to massage the "send-trades-out" function in order to get a test trade filled...

then when we turn back to real-exchange, we somehow changed the code, etc. so that happened...

that's why we are asking for better process control...

Have you seen strips about fictional ISO 9000 certification in Dilbert comics? It's much more important to have a proces than what the process is.

The thing is... what the process is depends on all the small details of your project. Say, if you have market interface whose code is a few years old, was provided by the exchaneg, broker and a few colleagues have been using this code for years without any problems, you probably want to check it just once. On teh other hand, if the market connectivity is based on an open-sorce code that had to be modified a few times by peopel who barely understand it in order to get anything working at all, you may want to give it very serious testing.

So, have a test server, test any new version on it after even minor changes. The list of features you want to test can be compiled from things that have failed in the past.

Get "Dogbert" poster "I know no shame".

 

[PIPMAGIC66]

Quote from KINGOFSHORTS:

If you use a Liquid helium cooled josephson for your primary logic, you would be able to cut your latency enough that you would be able to beat out the colos.

There is a company called E-systems that sells liquid helium cooled SQUID (150 million gate josephson logic array) systems that would meet your requirements, it requires programming in Lisp and Assembly and a Front End Processor (FEP could be a Cray running Unicos and HIPPI interconnect)

The starter package (MASS-4000 series, 5 picosecond roundtrip license) with the daily liquid helium deliveries should get you going in the right direction.

I forgot to add, for DASD it requires the use of TMS (Texas Memory Systems) RAMSAN's the RAMSAN-6300 which can do 14,000,000 IOPS and 140 GB/sec of sustained, random bandwidth.

that's pretty cool you make it all up?

 

[LeeD]

Quote from PIPMAGIC66:

that's pretty cool you make it all up?

I should start mentioning my favourite SciFi acronyms. Very few people will know if these are real (whatever "real" means in the SciFi world).

On a serious note, liquid nitrogen is a very popular cooling agent. It has also helped a few computer types develop some serious muscule. Carrying liquid nitrogen barrels to overcooled computer rigs is more serious exercise than most gym workouts.

 

[Dragons Teeth]

Quote from PIPMAGIC66:

that's pretty cool you make it all up?

Much of what KINGOFSHORTS has mentioned is in development but alas the only users in our field will be hedge funds and high net worth individuals.

 

[Dragons Teeth]

Quote from LeeD:

I should start mentioning my favourite SciFi acronyms. Very few people will know if these are real (whatever "real" means in the SciFi world).

On a serious note, liquid nitrogen is a very popular cooling agent. It has also helped a few computer types develop some serious muscule. Carrying liquid nitrogen barrels to overcooled computer rigs is more serious exercise than most gym workouts.

Get Air Products to install a small tank outside the building its cheaper than bottles by far and a lot better for the lower back.

 

[LeeD]

Quote from PIPMAGIC66:

that's pretty cool

When you are talking of liquid helium, you mean it keeps computer components cool, right?

Given the thread title suggests "bullet-proof" computing, read http://www.associatedcontent.com/article/147816/us_soldier_in_iraq_saved_by_bullet.html

 

[WinstonTJ]

Tradelink is fast enough for all but the fastest HFT strategies - its more about the execution platform, how you write your code and your data input/API.