جميع الكتب

مهني

1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
التطبيقات حول المدرب تسجيل الدخول ابدأ القراءة

Quantitative Finance · المسرد

ما معنى Packet capture file, timestamp trailer؟

يُعرف أيضًا باسم: packet capture file · timestamp trailer

Definition 5.2 Networks, Hardware and Trading Infrastructure · الفصل 5 — Capturing and Monitoring the Network

A packet capture file stores a capture as a sequence of records, each a timestamp, a length and the frame’s bytes; the libpcap format and its successor pcapng are the common ones, with nanosecond timestamps in their newer variants. A timestamp trailer is a block of bytes that a tapping or switching device appends to the end of a copied frame, carrying the time at which the device saw the frame and where it saw it (device and port), so that the timestamp travels with the frame to wherever it is stored.

Watching a cage from outside. Taps on every handoff copy both directions; a timestamping device appends a trailer to each copy (time, device, port) against the grandmaster’s time and aggregates the copies; the capture appliance stores and analyses them. No program in the cage is involved.
Figure 5.1. Watching a cage from outside. Taps on every handoff copy both directions; a timestamping device appends a trailer to each copy (time, device, port) against the grandmaster’s time and aggregates the copies; the capture appliance stores and analyses them. No program in the cage is involved.
The timestamp trailer of firm.wirecap: the device and port that saw the frame and the full UTC time in seconds and nanoseconds, appended after the frame. Vendors’ trailers carry the same information in their own layouts.
Figure 5.2. The timestamp trailer of firm.wirecap: the device and port that saw the frame and the full UTC time in seconds and nanoseconds, appended after the frame. Vendors’ trailers carry the same information in their own layouts.
اقرأ في الفصل →