The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

The Low Latency Canary

The one constant in the world of financial markets IT is that nothing stays the same for very long. The world of market data feeds and the applications that process them is no exception.

As data rates increase, and as processing systems (or any component of them) are upgraded and modified, performance can be hit. The trick is to constantly monitor the environment to pre-empt potential problems. But what should one monitor?

According to the boffins at 29West, the answer is straightforward. To quote from an article in their most recent newsletter: “Focus more on measuring application latency and less on measuring data rates”. In fact, 29West reckons that latency is the “canary in the coalmine” when it comes to early warning indicators.

The reasoning, they say, is that when one has a measure of latency, it is possible to work to improve it. That’s in contrast to measuring data rates, which are essentially out of one’s control. 29West suggests measuring latency message by message, day in, day out.

29West also point out that data rate measurements are really averages, and often information such as the time period for the sample are not provided, or are measured over inappropriate sample times, that won’t show up problems.

More on this subject from 29West here. Please get back to us with your own views on how best to monitor systems. Do you agree with 29West, or have you found some other metric to monitor?

Until next time … here’s some good music.

[tags]29West, data latency, low latency, latency measurement[/tags]

Related content

WEBINAR

Recorded Webinar: Market data management, licensing and administration in the post-Covid environment

Market data administration has always been a challenge. For many firms, keeping tabs on permissioning and entitlements, compliance with licensing agreements, and reconciling all that with increasingly complex invoices requires a significant dedicated resource with a clear understanding of the issues involved. As if that weren’t enough, things got more challenging for these teams in...

BLOG

VendEx Launches VSource Vendor Services Directory for the Market Data Industry

San Francisco-based market data management specialist VendEx Solutions has launched VSource, an interactive digital catalogue of market data vendors, products and services, containing details of more than 3,700 active vendors at launch. VSource uses a proprietary alphanumeric taxonomy, the VID (patent pending), to capture product and service information at a granular level, enabling firms to...

EVENT

RegTech Summit Virtual

The RegTech Summit Virtual is a global online event that brings together an exceptional guest speaker line up of RegTech practitioners, regulators, start-ups and solution providers to collaborate and discuss innovative and effective approaches for building a better regulatory environment.

GUIDE

Trading Regulations Handbook 2021

In these unprecedented times, a carefully crafted trading infrastructure is crucial for capital markets participants. Yet, the impact of trading regulations on infrastructure can be difficult to manage. The Trading Regulations Handbook 2021 can help. It provides all the essentials you need to know about regulations impacting trading operations, data and technology. A-Team Group’s Trading...