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Measuring Latency of Wall Street Application Implementation Example: One Way Latency - TIBCO Market Data
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Implementation Example - Multi-Tier Market Data Latency Management

Apr 11, 2017

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Ronnie Rendel
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Page 1: Implementation Example - Multi-Tier Market Data Latency Management

Measuring Latency of Wall Street Application

Implementation Example: One Way Latency - TIBCO

Market Data

Page 2: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

INET Market Data Latency

Page 3: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

SeaView RTM - One way Latency and Loss Measurement

Tibco/RV

Bus

Page 4: Implementation Example - Multi-Tier Market Data Latency Management

Latency from

data center to

trading floor

Latency from

trading floor to

data center

One-Way Latency in Microseconds

Page 5: Implementation Example - Multi-Tier Market Data Latency Management

Measuring Market Data Latency

Page 6: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

Marking And Measuring Time From OPRA to AMM

Message F

low

/Tim

e

Latency Zone 1

Latency Zone 2

Latency Zone 3

Latency Zone 4 P2PS

RMDS

Feed

Handler

Page 7: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

Market Data Flow

Page 8: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

Mutli-Tier Data Flow

Page 9: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

Multi-Tier Bounce Diagram

Page 10: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

RIO Multi-Tier Flow

Page 11: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

Application Flow - Collection Points

Page 12: Implementation Example - Multi-Tier Market Data Latency Management

Proprietary and Confidential

POC Design