Insight: Super-Powering Wall Street's Networks

Posted by Mae Kowalke on Thursday, April 02, 2015 with No comments

The financial services industry and trading systems are driving new technologies forward, with good reason: in trading, time literally is money. Any small hiccup can be costly—especially when it affects access between trading firms and financial data centers. Shaving nanoseconds in the datacenter means nothing when you hit a speed-bump in the WAN, which can add microseconds or even milliseconds to transactions.


Service providers and financial institutions need strategies to optimize performance of ultra low latency networks. That means answering questions like:

  • How will we detect micro-bursts before they affect financial services?
  • How do we balance the need for low latency, high capacity and high availability?
  • How can performance be accurately compared between microwave and fiber trading routes?
  • How could precise, one-way latency measurements ensure best possible transaction times and trading data exchange over global networks?
  • How can NFV-based packet capture and analysis techniques help financial firms meet trade-logging and time-stamping regulations?
For insight into answering these questions, see: