4 ms·

I used to work in high-frequency trading. I had several tabs permanently open to the live weather radar feed for regions where we had microwave towers: the NE U

I used to work in high-frequency trading. I had several tabs permanently open to the live weather radar feed for regions where we had microwave towers: the NE USA, the South of England, the Alps...

seabass-labrax 3y ago
I'm curious to know where your towers were. Do you know if they still exist? Were your microwave antennae co-located on other operators' towers (e.g. those for VHF radio), or did your company have towers all to itself?
- dmurray 3y ago
  Without going into anything confidential - we had some of our own hardware, but generally rented capacity from firms like [0]. Some towers were custom built for HFT, some were shared with other types of users. A famous blog post investigating some of the towers as an outsider, at [1], will be of interest to you. If you want to guess where they are, get a globe, find the datacentres where electronic exchanges operate (it's not a secret: Chicago, New Jersey, London, Tokyo, Frankfurt, Zurich...) and draw the straightest possible lines between pairs of them. Microwaves don't cross the ocean. [0] https://www.mckay-brothers.com/ https://www.mckay-brothers.com/ [1] https://sniperinmahwah.wordpress.com/2014/09/25/hft-in-my-backyard-ii/ https://sniperinmahwah.wordpress.com/2014/09/25/hft-in-my-ba...
  - LtdJorge 3y ago
    Is the microwave setup quicker than going through fiber nowadays? I only mean in terms of latency.
    - dmurray 3y ago
      Traditional optical fiber has glass in the middle. The speed of light in glass is only about 66% of the speed in air, so microwave is always faster if you can get a reasonably straight path for both. There now exists hollow-core fiber, where the light travels down an air gap in the middle, which is theoretically competitive with microwaves/lasers/etc. How much this is being used is a secret, but microwave transmission definitely hasn't gone away.
none_to_remain 3y ago
I used to be in an adjacent field and we used to joke about when the HFT guys were gonna get working on some neutrino detectors & sources to signal straight through the Earth. You could use them for science on the weekends!
- gleenn 3y ago
  Sounds awesome, to be able to send a signal directly through the whole earth from point to point. It also sounds like origin story of X-Men or a new cancer
  - _boffin_ 3y ago
    Reminds me of Hubble and the NRO satellites and how Hubble was an extra that they didn’t need.
- rsynnott 3y ago
  Honestly I'm half-surprised no-one has tried this yet.

I used to work in high-frequency trading. I had several tabs permanently open to the live weather radar feed for regions where we had microwave towers: the NE USA, the South of England, the Alps...

seabass-labrax 3y ago

I'm curious to know where your towers were. Do you know if they still exist? Were your microwave antennae co-located on other operators' towers (e.g. those for VHF radio), or did your company have towers all to itself?

dmurray 3y ago
Without going into anything confidential - we had some of our own hardware, but generally rented capacity from firms like [0]. Some towers were custom built for HFT, some were shared with other types of users. A famous blog post investigating some of the towers as an outsider, at [1], will be of interest to you. If you want to guess where they are, get a globe, find the datacentres where electronic exchanges operate (it's not a secret: Chicago, New Jersey, London, Tokyo, Frankfurt, Zurich...) and draw the straightest possible lines between pairs of them. Microwaves don't cross the ocean. [0] https://www.mckay-brothers.com/ https://www.mckay-brothers.com/ [1] https://sniperinmahwah.wordpress.com/2014/09/25/hft-in-my-backyard-ii/ https://sniperinmahwah.wordpress.com/2014/09/25/hft-in-my-ba...
- LtdJorge 3y ago
  Is the microwave setup quicker than going through fiber nowadays? I only mean in terms of latency.
  - dmurray 3y ago
    Traditional optical fiber has glass in the middle. The speed of light in glass is only about 66% of the speed in air, so microwave is always faster if you can get a reasonably straight path for both. There now exists hollow-core fiber, where the light travels down an air gap in the middle, which is theoretically competitive with microwaves/lasers/etc. How much this is being used is a secret, but microwave transmission definitely hasn't gone away.

none_to_remain 3y ago

I used to be in an adjacent field and we used to joke about when the HFT guys were gonna get working on some neutrino detectors & sources to signal straight through the Earth. You could use them for science on the weekends!

gleenn 3y ago
Sounds awesome, to be able to send a signal directly through the whole earth from point to point. It also sounds like origin story of X-Men or a new cancer
- _boffin_ 3y ago
  Reminds me of Hubble and the NRO satellites and how Hubble was an extra that they didn’t need.
rsynnott 3y ago
Honestly I'm half-surprised no-one has tried this yet.