Comment Chicago trading experience as a Sys Admin (Score 2, Interesting) 624
I was a Sys Admin for a day trading company in Chicago.
We had a 100mb serial line direct to all of the major markets that we traded in. We also traded the European markets. Trades were taking upwards of 300ms to complete. So, we spent $25mil USD to build a data center in Germany. We could then use Citrix to remote into this data center and trade, We still had traders that would scream for us when a trade took >100ms on the local markets. And we came running and scoured network logs trying to find the bottleneck.
We replicated all traffic to certain ports on the Cisco and had Wireshark running constantly, even after hours. Every millisecond counted. And seeing that the owner of the company personally made $3mil profit every quarter, it seemed to be working.