3 ms·

Interesting, thanks! RE:NYSE, any sense of avg+peak bytes/s? (Context being we work on interactive GPU visual analytics for related stuff, so always love fun

• ncmncm 7y ago
  Daily OPRA traffic has lately exceeded 6 TB, compressed. So, probably 15 TB. Figure 58 bytes of header + ~50 of payload per packet. Note the "all NY exchanges" includes a whole hell of a lot more than NYSE.
  • lmeyerov 7y ago
    Ah neat -- 15TB/s or /d? Single GPUs are at TB/s levels, so interesting locality + pricing implications here!
    • ncmncm 7y ago
      Per day. But OPRA is only a (large) part of the traffic. It is hard to see how GPUs figure here. This is a wide-area, latency-sensitive data distribution system. In fintech we say a microsecond is an eon, a millisecond an eternity. Musk's LEO satellite network will cut several ms from the Europe - US transmission delay, which will be worth billions to certain organizations. Musk might collect additional billions for denying it to certain others.
      • lmeyerov 7y ago
        Most relevant to the thread, if someone wants to do easy analytics on pcap, enabling regular dataframe / sql / dashboarding code to work on that. Not interesting to traders, but of it/sec/ops, seems so! Both for forensic, monitoring, & controls. For financial use cases, the most sensitive autotrading, yeah, I'd expect ASICS for serving simple models to win for stable algs, and I'm sure all sorts of other interesting things. At the same time, I'd expect others would enjoy something more manageable when less sensitive. Improving the whole Excel / Bloomberg / Factset etc. experience is probably a saner starting point though. I'd turn it around - where would you expect the most useful starting points to be?