[ntp:questions] .1 Microsecond Synchronization

David Mills mills at udel.edu
Fri Jun 5 03:43:21 UTC 2009


May I suggest you approach the traders with a different argument? It's 
not the issue that who goes first when tiebreaking nanoseconds in a 
global network, it's the requirement that all traders see the same 
ordering of events. This is the province of Leslie Lamport's "happens 
before" relation so prominent in the literature. See Lamport, L., Time, 
clocks and the ordering of events in a distributed system. Comm. ACM 21, 
7 (July 1978), 558-565.


ScottyG wrote:

>Thanks everyone for pointing out the, let call it silliness of this 
>requirement. Also thanks for all your quick responses.
>I went back to the traders who defined this requirement. They do 
>seem to think that they know what they want, it's just not what they 
>are asking for. From my talks with them, the main goal is to be able 
>to unravel what happened when a set of trades fail.
>To do this the order in which market data was received and trades 
>transmitted need to be maintained. I do know from their current log 
>files that 1 ms is not fine enough for this and that on occasion .1 
>ms is not good enough. They currently are using a feature of the 
>processors that seems to return clock tick on the microprocessor 
>(Some assembly language instruction). They have an algorithm for 
>controlling the skew that occurs using this method. This seems to 
>meet there needs in a single server scenario but when going across 
>machines this will obviously not work.
>What I would like to do is go back to them with reasonable 
>What do you think you can achieve with let say 5,000-10,000 USD 
>budget for each data center? Could we get 1 micro, 10 micro, 100 
>micro, 1 milli?
>One catch is the not all the data centers have access to roof space 
>for us. One company claims that they can use CDMA as a source time. 
>Does anyone know the implications of this? It seems that the time 
>would be sourced from GPS and retransmitted via the cell towers. To 
>me this brings up more potential delays but I am not an expert.

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