lme - latency monitor engine

Achieving/Obtaining zero/near zero latency is one of the most competitive areas within the Financial Markets Industry. With the volume of financial market data increasing from thousands to tens of thousands and now to hundreds of thousands of messages per second, together with the associated increase in transaction processing required, latency has become and is continuing to be a major challenge.

Data Stream Analysis

However there is a significant technology gap between the applications/systems and networks used to distribute and execute trades on Exchange and OTC Markets and those applications/systems that monitor the infrastructure to ensure it is performing smoothly.

To assist with meeting this challenge for the most discerning Financial Institutions DSAL have devel-oped LME (Latency Monitor Engine) which allows clients to measure the latency of their enterprise data management infrastructures. Using this system, clients can identify points on their networks or connected applications that may be causing latency in other areas and monitor the rate of data throughput and identify processes where latency moves outside the anticipated boundaries before it becomes an issue.

LME provides the ability to:

  •   Monitor — latency within direct and aggregated market data feeds, network connections, ap-plications and trade execution systems.
  •   Analyse — the data from the monitors to determine ’normal’ operating boundaries (taking into account time of day, day of week, day of month etc.).
  •   Publish — ‘current latency’ values onto the trading network, enabling systems, such as algo-rithmic trading, to utilise this data in addition to the market data.
  •   Alerts — raised when the normal operating boundaries are broken; publishing network alerts, sms alerts, e-mail alerts, etc.
  •   Store— persists the data to provide a complete audit trail and the ability to replay events in simulations.

LME is currently available for Sun Solaris 9, Red Hat & SuSe Linux and Microsoft Windows 2003 & XP.

LME