Equity Quote Saturation

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CQS transmits on 12 multicast lines, which distributes the symbols for faster processing. The current capacity is 75,000 quotes/second for each multicast line, and 750,000 quotes/second for all 12 in total. The total line is plotted in black and was divided by 10 to fit into the same scale. These charts show 1ms intervals using CQS timestamps and the rate is scaled to show the per second rate. What we have discovered is that the total line never gets higher than 750,000 in any 1ms period — but it should. This indicates to us, that saturation is occurring whenever the total line approaches the 75,000 line on these charts. There is also a bandwith limitation which is related, but not the same as the message rate. This is what may be limiting the lines below 75,000.

07-05-201105-10-201105-06-201103-16-2011

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