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Quantitative Finance · शब्दावली

Feed partition क्या है?

Definition 22.2 Networks, Hardware and Trading Infrastructure · अध्याय 22 — Equities and Options Connectivity

A feed partition is one of the parallel streams (lines, channels, multicast groups) into which a feed’s operator splits its messages by a published rule on the instrument, so that each stream fits a link and a handler and a subscriber can take only the partitions it needs.

$Simulation: links needed for both streams of the consolidated options feed, 96 lines packed whole, against the percentile of 1-millisecond bins the plan must carry. Median: 4; 99th: 12; 99.99th: 44; the busiest millisecond: 178 links of 10\, G bit/ s or 32 of 25\, G bit/ s. Data: fig_options.py, nw_options.links_table().$

Figure 22.2. Simulation: links needed for both streams of the consolidated options feed, 96 lines packed whole, against the percentile of 1-millisecond bins the plan must carry. Median: 4; 99th: 12; 99.99th: 44; the busiest millisecond: 178 links of

10\,\mathrm{G}\mathrm{bit}/\mathrm{s}

or 32 of

25\,\mathrm{G}\mathrm{bit}/\mathrm{s}

. Data: fig_options.py, nw_options.links_table().

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