Truth in Statistics - Riskbot® Performance.

 

 

The above chart shows measurements collected using HPRs NanoView precision latency probe to determine total latency added by the Riskbot appliance. With latencies of 360 nanoseconds client-to-market and 185 nanoseconds market-to-client, the Riskbot system provides capabilities approaching naked access performance levels while simultaneously satisfying regulatory and stringent investment bank pre-trade risk requirements. All measurements are within 30 nanoseconds of the mean showing Riskbot's absolute determinism.

 

How We Measure Riskbot®.

 

The simplified conceptual diagram above illustrates how Riskbot Latency is measured. Two probes are placed on either side of the Riskbot appliance. For the Client to Market direction, Probe 0 can be thought of as a "starting line" and Probe 1 a "finish line". When a market-bound packet passes through Probe 0, the timer starts counting. When the same packet passes through the second probe, the timer stops, creating an accurate measurement of the elapsed time added by the Riskbot. The delay added by the Riskbot is referred to as latency.

We follow a three step process to calibrate and verify probe accuracy to measure Riskbot as shown below.


Step 1 - Calibrate the NanoView Probe.

 

  • What We Do: With Riskbot removed, we place a short, 1 meter, fiber jumper cable between the two probes. 1 Million packets are sent in both directions and the elapsed times are measured, recorded and graphed.
  • Why We Do It: The elapsed time recorded is measured to verify that the measurement system calibrates to exactly 5 nanoseconds, removing any possible inaccuracy introduced by the probes. The propagation delay (latency) expected from a one meter fiber segment is 5 nanoseconds.
  • What We Prove: The NanoView probe is perfectly calibrated and that the measurement system is repeatable (does not vary).


Step 2 - Verify the Accuracy of the NanoView Probe.

 

  • What We Do: With Riskbot removed, we place a long, 30 meter (98.4 feet) jumper fiber cable between the two probes. A 30 meter fiber cable with typical characteristics should add a delay of precisely 147 nanoseconds (see Corning 62.5/125 Optical Fiber Product Information - Index of Refraction = 1.496). 1 Million packets are sent in both directions and the elapsed times are measured, recorded and graphed.
  • Why We Do It: Measure an item, other then the Riskbot, that adds a known, reliable delay. The graph above shows that the NanoView probe recorded latencies of 142 and 140 nanoseconds all within 6 nanoseconds of the expected value (147 nanoseconds) for a 30 meter fiber cable.
  • What We Prove: The NanoView probe is accurate and capable of measuring extremely small latencies.

 

Step 3 - Measure the Riskbot.

 

  • What We Do: Riskbot is placed between the NanoView Probes. 1 Million packets are sent in both directions and the latency of each packet is measured, recorded and graphed.
  • Why We Do It: To accurately measure the latency added by the Riskbot appliance in both directions.
  • What We Prove: Riskbot adds latencies of 185 nanoseconds in the Market to Client direction and 360 nanoseconds in the Client to Market direction, making it an leading industry solution.

 

What Is A Nanosecond?

  • The approximate time is takes light to travel 1 foot through air.
  • One thousandth of a microsecond.
  • One Millionth of a millisecond.
  • One billionth of a second.