Re: [time-nuts] More 60 Hz graphs
In message 20110916001417.d49d3800...@ip-64-139-1-69.sjc.megapath.net, Hal Mu rray writes: Here is the frequency: http://www.megapathdsl.net/~hmurray/time-nuts/ppstest/60Hz-freq.png I don't know where the wobbles are coming from. They might be in my collection setup. They are very likely resonance-effects in the power grid. Power-grids are not inherently stable things, and most of them have resonance frequencies like that, depending on which generators run and what the impedance are between them. A few grids have operational SPICE-like models to warn them about configurations which are unstable, but in general the thinking that it would be possible to build an analytical model of the grid died with decentral productions uptake a decade ago. Try running a suitably windowed FFT on your data... -- Poul-Henning Kamp | UNIX since Zilog Zeus 3.20 p...@freebsd.org | TCP/IP since RFC 956 FreeBSD committer | BSD since 4.3-tahoe Never attribute to malice what can adequately be explained by incompetence. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
That would be nice it is were a standard and everybody was doing it, because otherwise, for a day, your own network might be happy, but if you have any app that needs to communicate with the outside world, you are in a lot of hurt. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: Doug Calvert dfc-l...@douglasfcalvert.net Sender: time-nuts-boun...@febo.com Date: Thu, 15 Sep 2011 16:34:39 To: Discussion of precise time and frequency measurementtime-nuts@febo.com Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: [time-nuts] Google NTP Servers and smearing leap seconds... Time Technology and leaping seconds http://googleblog.blogspot.com/2011/09/time-technology-and-leaping-seconds.html The solution we came up with came to be known as the “leap smear.” We modified our internal NTP servers to gradually add a couple of milliseconds to every update, varying over a time window before the moment when the leap second actually happens. This meant that when it became time to add an extra second at midnight, our clocks had already taken this into account, by skewing the time over the course of the day. All of our servers were then able to continue as normal with the new year, blissfully unaware that a leap second had just occurred. We plan to use this “leap smear” technique again in the future, when new leap seconds are announced by the IERS. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
[time-nuts] yet again more VMSK
Just read this one... I just wonder if I did anything that terrible in a past life to deserve reading this ... ;-) Recently on Microwaves and RF. http://mwrf.com/Articles/ArticleID/23644/23644.html lc. ct1dmk. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] yet again more VMSK
Makes you wonder about the staff at Microwaves and RF. For an interesting rebuttal: http://www.ka9q.net/vmsk/ -Chuck Harris Luis Cupido wrote: Just read this one... I just wonder if I did anything that terrible in a past life to deserve reading this ... ;-) Recently on Microwaves and RF. http://mwrf.com/Articles/ArticleID/23644/23644.html lc. ct1dmk. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] yet again more VMSK
On 9/16/11 5:56 AM, Luis Cupido wrote: Just read this one... I just wonder if I did anything that terrible in a past life to deserve reading this ... ;-) Recently on Microwaves and RF. http://mwrf.com/Articles/ArticleID/23644/23644.html lc. ct1dmk. Yes, Luis... you are clearly a very bad man, *in this life*, if only for encouraging ME to have to read this stuffgrin I eagerly await the combination of VMSK and wireless power transmission, which will be so inexpensive that both electricity and data will be too cheap to meter. I now return to eating that Lotus. Jim ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
[time-nuts] LightSquared Grows Legs
FOX news just did a piece on LightSquared and GPS and the general. They called the general gutsy and are asking who put the pressure on? They used the analogy of trying to talk on a cell phone next to a rock concert, BTW. This story is rapidly growing legs. -John === ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. Although some software (FIXX) needs a lot of work to get there, they are moving in that direction. -George, N2FGX Quoting shali...@gmail.com: That would be nice it is were a standard and everybody was doing it, because otherwise, for a day, your own network might be happy, but if you have any app that needs to communicate with the outside world, you are in a lot of hurt. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: Doug Calvert dfc-l...@douglasfcalvert.net Sender: time-nuts-boun...@febo.com Date: Thu, 15 Sep 2011 16:34:39 To: Discussion of precise time and frequency measurementtime-nuts@febo.com Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: [time-nuts] Google NTP Servers and smearing leap seconds... Time Technology and leaping seconds http://googleblog.blogspot.com/2011/09/time-technology-and-leaping-seconds.html The solution we came up with came to be known as the “leap smear.” We modified our internal NTP servers to gradually add a couple of milliseconds to every update, varying over a time window before the moment when the leap second actually happens. This meant that when it became time to add an extra second at midnight, our clocks had already taken this into account, by skewing the time over the course of the day. All of our servers were then able to continue as normal with the new year, blissfully unaware that a leap second had just occurred. We plan to use this “leap smear” technique again in the future, when new leap seconds are announced by the IERS. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
In message 20110916084529.80082q5qgwy5p...@host111.hostmonster.com, xaos@dark smile.net writes: And you can forget most physicists and metrologists as well, the do not want wavelengths, half-lifes and energies to depend on the time of day... -- Poul-Henning Kamp | UNIX since Zilog Zeus 3.20 p...@freebsd.org | TCP/IP since RFC 956 FreeBSD committer | BSD since 4.3-tahoe Never attribute to malice what can adequately be explained by incompetence. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] LightSquared Grows Legs
By the way the USG is so concerned with the LS pollution, that they are conducting a WORLDWIDE survey of existing equipment/systems that would be impacted by L/S, on the assumption that the modus perversion will spread outside the US. Lester B Veenstra MØYCM K1YCM les...@veenstras.com m0...@veenstras.com k1...@veenstras.com US Postal Address: PSC 45 Box 781 APO AE 09468 USA Guam Cell: +1-671-788-5654 UK Cell: +44-(0)7716-298-224 Jamaica: +1-876-352-7504 This e-mail and any documents attached hereto contain confidential or privileged information. The information is intended to be for use only by the individual or entity to whom they are addressed. If you are not the intended recipient or the person responsible for delivering the e-mail to the intended recipient, be aware that any disclosure, copying, distribution or use of the contents of this e-mail or any documents attached hereto is prohibited. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] yet again more VMSK
Argh! There is also a prequel: http://mwrf.com/Articles/ArticleID/6992/6992.html For a moment I was thinking that today were April 1st. I read long ago the history on the Phil Karn side :) Regards, Javier El 16/09/2011 16:23, Jim Lux escribió: On 9/16/11 5:56 AM, Luis Cupido wrote: Just read this one... I just wonder if I did anything that terrible in a past life to deserve reading this ... ;-) Recently on Microwaves and RF. http://mwrf.com/Articles/ArticleID/23644/23644.html lc. ct1dmk. Yes, Luis... you are clearly a very bad man, *in this life*, if only for encouraging ME to have to read this stuffgrin I eagerly await the combination of VMSK and wireless power transmission, which will be so inexpensive that both electricity and data will be too cheap to meter. I now return to eating that Lotus. Jim ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of 10us turnaround time, it is assumed that the timesync is 1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murray hmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] yet again more VMSK
As I read that article, All I could think of is Mars Attacks and the music that made the aliens' heads explode. -- Chuck Forsberg WA7KGX N2469R c...@omen.com www.omen.com Developer of Industrial ZMODEM(Tm) for Embedded Applications Omen Technology Inc The High Reliability Software 10255 NW Old Cornelius Pass Portland OR 97231 503-614-0430 ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
I just read they were building a new transatlantic cable that will shave 10uS from the normal 60 or so uS and that for large traders, 1uS represents 100 million $ per year saving/increased revenue. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 13:05:40 To: Discussion of precise time and frequency measurementtime-nuts@febo.com; Hal Murrayhmur...@megapathdsl.net Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of 10us turnaround time, it is assumed that the timesync is 1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murray hmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
Should not be ms instead of us for a transatlantic cable? 60us at light speed is only 18km ;) Regards, Javier El 16/09/2011 23:53, shali...@gmail.com escribió: I just read they were building a new transatlantic cable that will shave 10uS from the normal 60 or so uS and that for large traders, 1uS represents 100 million $ per year saving/increased revenue. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 13:05:40 To: Discussion of precise time and frequency measurementtime-nuts@febo.com; Hal Murrayhmur...@megapathdsl.net Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of10us turnaround time, it is assumed that the timesync is1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murrayhmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
With the recent wild fluctuations in the Commodities markets it is incredibly important that time delay between any 2 parties (in a financial transaction) be reduced to a minimum. Only a few years ago, gold, silver and oil would vary by a few dollars (at most), intraday and even intraweek. Lately, we had jumps of a few hundred dollars in a few minutes/seconds. If a bank makes a few 100+ Mil transactions a day (trust me this is not even a blip on the radar in some places) those extra microsecs add up. Now, one would think mathematically about this and say it should average out. Well, no! The market (for some weird reason) has a mind of it's own and when you start to lose money, it just gets worse and worse. Even the best mathematical predictors (computer models and humans) break down when the market volatility (randomness) goes up. What does up or down volatility mean? Depends on the day. The point is, when the proverbial shit hits the fan, you want to bail out of your position ASAP. However, the time delay between you and your overseas party added another 50-1000 microseconds to the closing time, you just lost another dollars and in a losing day that adds up! I've worked on trading floors for many years and seen people drop dead after they got closing confirmation! No wonder most traders are so young. Have a nice weekend everyone! Quoting shali...@gmail.com: I just read they were building a new transatlantic cable that will shave 10uS from the normal 60 or so uS and that for large traders, 1uS represents 100 million $ per year saving/increased revenue. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 13:05:40 To: Discussion of precise time and frequency measurementtime-nuts@febo.com; Hal Murrayhmur...@megapathdsl.net Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of 10us turnaround time, it is assumed that the timesync is 1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murray hmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
Bring back the transaction tax and I suspect these timing issues will go away. I recall reading the London exchange was experimenting with linux and mysql, supposedly faster than what they were using. -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 16:59:01 To: time-nuts@febo.com Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... With the recent wild fluctuations in the Commodities markets it is incredibly important that time delay between any 2 parties (in a financial transaction) be reduced to a minimum. Only a few years ago, gold, silver and oil would vary by a few dollars (at most), intraday and even intraweek. Lately, we had jumps of a few hundred dollars in a few minutes/seconds. If a bank makes a few 100+ Mil transactions a day (trust me this is not even a blip on the radar in some places) those extra microsecs add up. Now, one would think mathematically about this and say it should average out. Well, no! The market (for some weird reason) has a mind of it's own and when you start to lose money, it just gets worse and worse. Even the best mathematical predictors (computer models and humans) break down when the market volatility (randomness) goes up. What does up or down volatility mean? Depends on the day. The point is, when the proverbial shit hits the fan, you want to bail out of your position ASAP. However, the time delay between you and your overseas party added another 50-1000 microseconds to the closing time, you just lost another dollars and in a losing day that adds up! I've worked on trading floors for many years and seen people drop dead after they got closing confirmation! No wonder most traders are so young. Have a nice weekend everyone! Quoting shali...@gmail.com: I just read they were building a new transatlantic cable that will shave 10uS from the normal 60 or so uS and that for large traders, 1uS represents 100 million $ per year saving/increased revenue. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 13:05:40 To: Discussion of precise time and frequency measurementtime-nuts@febo.com; Hal Murrayhmur...@megapathdsl.net Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of 10us turnaround time, it is assumed that the timesync is 1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murray hmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately but I won't be surprised if they are thoroughly tangled. -- These are my opinions, not necessarily my employer's. I hate spam. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
On Fri, Sep 16, 2011 at 2:36 PM, Hal Murray hmur...@megapathdsl.net wrote: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately There are some big names in Banking and Stocks behind the Advanced Message Queuing Protocol (AMQP): http://www.amqp.org/confluence/display/AMQP/About+AMQP http://www.oasis-open.org/committees/tc_home.php?wg_abbrev=amqp http://amqp.org/resources/financial-services Actually Time Nut Grade measurements are not addressed at this level to my knowledge. pbRound Trip/b: The term round trip refers to the process of a peer sending a command to its partner and receiving confirmation that the command is complete. Round trips are necessary for synchronization of world views, however, it is not necessary for a client to wait and do nothing while a round trip occurs or only deal with a single round trip at a time./p /li li pbRound Trip Time (RTT)/b: The term RTT refers to the time taken to complete a round trip. This is described with the following formula:/p pre RTT = 2*latency_network + latency_processing /pre pNote that RTT at the execution layer differs from RTT at the network layer. At the network layer the processing latency is zero resulting in an RTT of twice the network latency. At the execution layer the processing time becomes significant if, for example, processing the command requires sending data to disk. This would be the case with durable messages and the RTT would then include the Broker's disk latency./p /li but I won't be surprised if they are thoroughly tangled. http://www.imatix.com/articles:whats-wrong-with-amqp There is also the even more obscure 0MQ: http://www.zeromq.org/ -- http://blog.softwaresafety.net/ http://www.designer-iii.com/ http://www.wearablesmartsensors.com/ ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
All this fuss over microseconds being worth billions and it still takes a bank 5 days to find out if the check I wrote is good? Where's a good manure scoop when you need one? Tom Holmes, N8ZM Tipp City, OH EM79 -Original Message- From: time-nuts-boun...@febo.com [mailto:time-nuts-boun...@febo.com] On Behalf Of Bob Paddock Sent: Friday, September 16, 2011 7:50 PM To: Discussion of precise time and frequency measurement Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... On Fri, Sep 16, 2011 at 2:36 PM, Hal Murray hmur...@megapathdsl.net wrote: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They need sub-microsecond accurate timing as some instruments (Forex) are moving to 10 microsecond latency from order entry to order ack. 10 microsecond latency doesn't say anything about how accurate the time has to be. Does anybody have a good URL on the accuracy requirements of banks and/or stock markets? I expect there are both legal and technical issues. I'd like to understand them separately There are some big names in Banking and Stocks behind the Advanced Message Queuing Protocol (AMQP): http://www.amqp.org/confluence/display/AMQP/About+AMQP http://www.oasis-open.org/committees/tc_home.php?wg_abbrev=amqp http://amqp.org/resources/financial-services Actually Time Nut Grade measurements are not addressed at this level to my knowledge. pbRound Trip/b: The term round trip refers to the process of a peer sending a command to its partner and receiving confirmation that the command is complete. Round trips are necessary for synchronization of world views, however, it is not necessary for a client to wait and do nothing while a round trip occurs or only deal with a single round trip at a time./p /li li pbRound Trip Time (RTT)/b: The term RTT refers to the time taken to complete a round trip. This is described with the following formula:/p pre RTT = 2*latency_network + latency_processing /pre pNote that RTT at the execution layer differs from RTT at the network layer. At the network layer the processing latency is zero resulting in an RTT of twice the network latency. At the execution layer the processing time becomes significant if, for example, processing the command requires sending data to disk. This would be the case with durable messages and the RTT would then include the Broker's disk latency./p /li but I won't be surprised if they are thoroughly tangled. http://www.imatix.com/articles:whats-wrong-with-amqp There is also the even more obscure 0MQ: http://www.zeromq.org/ -- http://blog.softwaresafety.net/ http://www.designer-iii.com/ http://www.wearablesmartsensors.com/ ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there. ___ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
Re: [time-nuts] Google NTP Servers and smearing leap seconds...
Love it! You just brought to mind one of the least known (but best) true stories about Linux, Windows big money and even bigger BS. This is an absolutely 100% true story: September 8, 2008 was the busiest Forex trading day in the history of stock markets. On that day, the London stock exchange failed. It was down for the entire day. Fortunes were lost. Why? Well, it is a well known fact that the Exchange (LSE) was run by a notorious Windows advocate by the name of Clara Furse. It was her push to an All Windows Shop that brought to light some serious architectural problems with Windows. Especially when exposed to a super high volume trading environment. Even as the exchange was shut down by Windows issues she continued to praise MS and Windows for the great job they did in solving the problems. She lost her job soon after this incident. Good riddance. I had dealing with her office (and some of her staff) and they were a bunch of idiots. Linux is now the standard among any Wall St. and Banking firms. Nothing compares. Read this article for more info: http://blogs.computerworld.com/14876/london_stock_exchange_dumps_windows_for_linux Google has a ton of more info on it. -George Quoting li...@lazygranch.com: Bring back the transaction tax and I suspect these timing issues will go away. I recall reading the London exchange was experimenting with linux and mysql, supposedly faster than what they were using. -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 16:59:01 To: time-nuts@febo.com Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... With the recent wild fluctuations in the Commodities markets it is incredibly important that time delay between any 2 parties (in a financial transaction) be reduced to a minimum. Only a few years ago, gold, silver and oil would vary by a few dollars (at most), intraday and even intraweek. Lately, we had jumps of a few hundred dollars in a few minutes/seconds. If a bank makes a few 100+ Mil transactions a day (trust me this is not even a blip on the radar in some places) those extra microsecs add up. Now, one would think mathematically about this and say it should average out. Well, no! The market (for some weird reason) has a mind of it's own and when you start to lose money, it just gets worse and worse. Even the best mathematical predictors (computer models and humans) break down when the market volatility (randomness) goes up. What does up or down volatility mean? Depends on the day. The point is, when the proverbial shit hits the fan, you want to bail out of your position ASAP. However, the time delay between you and your overseas party added another 50-1000 microseconds to the closing time, you just lost another dollars and in a losing day that adds up! I've worked on trading floors for many years and seen people drop dead after they got closing confirmation! No wonder most traders are so young. Have a nice weekend everyone! Quoting shali...@gmail.com: I just read they were building a new transatlantic cable that will shave 10uS from the normal 60 or so uS and that for large traders, 1uS represents 100 million $ per year saving/increased revenue. Didier KO4BB Sent from my BlackBerry Wireless thingy while I do other things... -Original Message- From: x...@darksmile.net Sender: time-nuts-boun...@febo.com Date: Fri, 16 Sep 2011 13:05:40 To: Discussion of precise time and frequency measurementtime-nuts@febo.com; Hal Murrayhmur...@megapathdsl.net Reply-To: Discussion of precise time and frequency measurement time-nuts@febo.com Subject: Re: [time-nuts] Google NTP Servers and smearing leap seconds... You are right. To be more precise, I should have said that the time sync should be at least 1 order of magnitude less. In the case of 10us turnaround time, it is assumed that the timesync is 1us. This is the reason that everyone uses multiple stratum 1 NTP servers using GPS in their datacenters. So the Forex transaction goes like this: 1. (Both parties) Are we in proper sync timewise? 2. (Party 1) I need transaction type x. My timestamp is: .. Go. 3. (PArty 2) Confirmed. My timestamp is: .. Go. These timestamps are legal entities and bind both parties to the transaction. That's why transactions have a data transfer entity in the middle (Reuters, Bloomberg) which guarantees proper timesync for all involved. With Reuters in the middle, only the Reuters timestamp (arrival time and send time) can be trusted. However, Many times you will see a Reuters machine lose sync and the UNIX SA's will restart NTP on it. Reuters puts more than one machine per site for redundancy. Quoting Hal Murray hmur...@megapathdsl.net: x...@darksmile.net said: You can forget Wall St. firms and Banks for starters. They
