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Message-ID: <6720.1220242094@turing-police.cc.vt.edu>
Date: Mon, 01 Sep 2008 00:08:14 -0400
From: Valdis.Kletnieks@...edu
To: David Miller <davem@...emloft.net>
Cc: rick.jones2@...com, jmalicki@...acarta.com, andi@...stfloor.org,
johnpol@....mipt.ru, dada1@...mosbay.com, denys@...p.net.lb,
netdev@...r.kernel.org, linux-kernel@...r.kernel.org,
juhlenko@...mai.com, sammy@...my.net
Subject: Re: loaded router, excessive getnstimeofday in oprofile
On Sun, 31 Aug 2008 20:51:45 PDT, David Miller said:
> Many trades are made programaticcally using formulas and computer
> algorithms in response to market activity and other trades of the
> same security.
>
> There is no typing involved :)
Still the same issue - the time delay in getting the ticker tape values
back, making the decision, and launching the transaction are *way* bigger
than the packet queueing order. Think - trading a few billion shares a day,
if that ticker is even 5 seconds behind, *that* is a much bigger issue than
what order the transactions happen in...
> If the financial folks say they need this stuff, then unless we're
> prepared to become experts in financial markets and how the IT stuff
> for them are designed and run, we might as well just trust them on
> this one.
The toughest part of systems analysis is getting the user to shut up about
what they say they need long enough for you to find out what it is they
are actually trying to do.
Quite frankly, unless somebody *IS* planning to become an expert on how the
IT stuff for them are designed and run, we *should not* be doing any code
changes that we don't understand, just because they say so and we should
trust them...
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