Re: loaded router, excessive getnstimeofday in oprofile

From: Valdis . Kletnieks
Date: Sun Aug 31 2008 - 22:39:58 EST


On Thu, 28 Aug 2008 11:00:48 PDT, Rick Jones said:

> Earlier in the thread mention was made of financial services types. If
> someone has knowledge of the (probably) arcane rules under which they
> must operate it would be great to hear more. Does some entity like the
> SEC (Securities and Exchange Commission in the United States) mandate
> some sort of timestamp for when the trading request "arrives at the
> trading system" and do they define that "arriving at the trading system"
> means?

As a totally pragmatic point - if the market is in such free-fall that it
matters that your order got in a 10 thousandth of a second after somebody
else's, instead of before, you probably lost at least 5 to 10 times as much
during the time it took somebody to type the damn order in and hit enter.

At that point, you have *bigger* things to worry about.

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