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Quantitative Finance · Glosario

¿Qué es Trigger packet?

Definition 5.3 Networks, Hardware and Trading Infrastructure · Capítulo 5 — Capturing and Monitoring the Network

The trigger packet of an order is the market-data packet whose content caused the firm to send it. Its capture time is the start of the order’s wire-to-wire latency.

Simulation: wire-to-wire latency of 9 558 orders measured from the capture of one simulated second, by the trigger sequence each order carries (bins of equal width in log scale). The distribution has the long right tail of its slowest stage. Data: fig_capture.py.
Figure 5.4. Simulation: wire-to-wire latency of 9 558 orders measured from the capture of one simulated second, by the trigger sequence each order carries (bins of equal width in log scale). The distribution has the long right tail of its slowest stage. Data: fig_capture.py.
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