[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Application of my fault-tolerant real-time technology



PureBytes Links

Trading Reference Links

Frank,

I would gladly discuss the merits of technology with you but we should probably do it offline so as not to bore the others.

A couple of people suggested an interesting application. I'm very eager to build a prototype but would like to run it by this list...

The idea is having a technology that could monitor 2 or more data feeds, matching and confirming the accuracy of the data as well as monitoring and reporting on excessive latency in either feed is an example.

Also, I was told that IB has multiple points of entry into their platform and if one of them fails the "proxy" that I am to build can switch to a different entry point.

Is this a problem that's common to a lot of you?

How would you match and confirm the accuracy? We are talking about matching ticks? This would require that the data feed providers in question send you an exchange-provided time stamp with every tick, right?

Thanks, Joel

On Jun 30, 2005, at 8:42 PM, Frank Fleisher wrote:

Hello Joel,

There has been a lot of "catch-up" in the realm of multi-threading,
networking, and clustering.  Erlang would have made sense in the 90s,
but today I would stick with more standard and widely distributed
architectures like Microsoft's Remoting.
--
http://wagerlabs.com/uptick