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Using Observer in financial firms
250 GigaStor (23 Feb 2018) — Archive/Non-authoritative version
that no trade or the wrong trade is placed. To partially overcome this
weakness with UDP, multicast streams almost always use sequence
numbers within their payload to allow detection of these events. As a
network administrator in a trading firm, you likely monitor these sequence
numbers quite closely looking for gaps in the numbers. In Observer
Analyzer, you are able to create custom feed definitions to monitor for
missing sequence numbers if you are not using BATS, CME, Edge feed,
JSE feed, LSE, Mold UDP 64, SIAC, FIX Fast. In addition to gap sequence
detection and alarming, Observer can perform proximity analysis near
anomalous events. What was occurring when the gap was detected?
Proximity analysis shows you what was occurring on your network at
or around the time the anomaly was detected. When a multicast gap is
detected you want to quickly understand what may have caused it.
♦
Microburst intelligence : A microburst is an unusually large amount
of data in a short time frame that saturates your network and adds to
latency. Excessive microbursts, either in duration or utilization impact
multicast streams and/or trading activity. You want to swiftly locate the
time and cause of these microbursts, but given the enormous amount
of data that crosses your network, this process can be difficult. With
a GigaStor probe, the microburst analysis is fully automated after you
define duration and utilization thresholds. You can sort through hours
of collected data, alarm when thresholds are exceeded, and report on
trends. You can rapidly correlate microbursts to degraded response time.
Using the trending reports you can proactively address trends before they
impact performance.
♦
FIX capabilities : FIX is a transport protocol used between trading
companies. It contains what kind of trades are occurring (buy or sell),
who is doing the trading, what the order ID is. Observer has full decode
support for FIX (4.2, 4.4) along with support for all of the most significant
FIX commands. If you need extended capabilities for monitoring FIX
beyond what is available in Observer, you can create customized profiles.
Using its FIX analytics, Observer can quantify execution times with
transaction-by-transaction analysis and send alarms when specific
conditions are met. You can use filters to parse vast amounts of traffic
quickly by trading station, time, and many other parameters.
Analyzing FIX transactions
The Financial Information eXchange (FIX) protocol is an electronic
communications protocol used for international real-time exchange of
information related to the securities transactions and markets.
If you need visibility into the FIX protocol you must be able to see and use the
raw packet data in the area above the header. The GigaStor probe provides you
access to it.
Use the FIX Analysis tab in the GigaStor Control Panel to highlight only FIX
data and to select of the timeframe in question. The capability to filter on a
trade by order ID for further analysis or to validate a specific transaction can be
accomplished from this point. Use the filtering available in the GigaStor Control
Panel to identify specific issues with a FIX transaction. And, finally, graph a
response time graph for those transactions.