Claude RobitailleCTOAccedian Networks

Network instrumentation challenges & solutions

NETWORK INSTRUMENTATION CHALLENGES & SOLUTIONS

Core-to-edge visibility for demanding trade flow, compliance and extranet monitoring

2016-06-22Claude Robitaille   CTO

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  “For performance, compliance, analytics”

INCREASING NEED FOR VISIBILITY

  The Finance sector is increasingly adopting outsourced services.  As a result the Regulatory and Service expectations are driving:

• Increasing levels of transparency• Costs• Service levels• Performance

  This drives the need for greater visibility, analysis, and auditability of data:• Granular, precise Extranet performance assurance  for an exceptionally fast, reliable, global infrastructure

• Ubiquitous flow capture and time-stamping, for compliance and trade flow analytics  analyze and optimize and account for every transaction

All this is driving a new breed of instrumentation and analytic capabilities.

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NETWORK LAYER INSTRUMENTATION

Graph source, Cisco BQM-PNQM, 2014

CPE PE

Flow Metering

PMMulti-Flow

• FlowMETER™: detect 10ms microbursts

• Report min, max, average every second

• 1-way utilization, packet loss, availability; latency, delay variation with µs precision

Performance & SLA Monitoring

• FlowBROKER™: µs precise time-stamping for every packet of interest

• Efficient, assured delivery to analyzers• Granular flow filtering and slicing• NetFLOW / IPFix flow sttats

Packet Capture for Compliance Logging

Micro-BurstingCPE → PE Reported Throughput

6 s 12 18

500 ms5 minute

10 ms

100Sampling

RateService Bandwidth

Kbps

0Monitor&

Detect

Flow Brokering Remote Packet

Capture

Trade Flow Analysis & Compliance Reporting Platforms

Performance Assurance

Orchestration

  MiFID II  Dodd-Frank

Capture&

Broker

“Network Layer Time-Stamped Packet

Capture: A Unique Approach to Trade

Reporting Compliance.”

An elegant approach to time-sensitive flow monitoring, capture, reporting & analytics

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INSTRUMENTATION FOUNDATION: DUAL-PLANE FPGA ARCHITECTURE

A high-performance Packet Processor super-imposed with a sophisticated Layer 2/3/4 Test Engine, tightly interconnected in a single chip.

•Allows Test Engine to surgically inject test sequences into live traffic without disruption.

•Allows Packet Processor to filtering, capture, and timestamp without disruption

•Measures traffic, utilization and performance accurately and transparently – non-intrusive.

Provides unparalleled ability to test from within the network.

Use in or out of line — introduces near-zero latency

Packet Processor

Layer 2/3/4 T&M

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MICROBURST DETECTION

Assuring trading integrity & performance

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  “You can’t control what

you can’t see.”

ASSURING EXECUTION SPEED

1. Low- Latency• High Frequency Trading (HFT) trading is ultra-competitive.

Architectures that deliver the lowest latency solution are the difference between profit and loss.

2. Accurate Measurements in Sub-Second Timescales• Traditional network measurements take place over timescales of

seconds and minutes: providing little or no insight into behavior at the ms, µs and ns timescales that determine success

3. Throughput Micro-Burst Reporting• Activity on the network occurs in bursts, which cause queues to

build up and buffers to overflow. Visibility into these short-lived conditions is central to understanding network performance.

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5SEC

Measure Every

1SEC

LossMeasure Every

0.1SEC

max

avgmin

Measure Every

15SEC

Link Capacity

Utilization

Measure Every

A NEW LEVEL OF INSIGHT ● SAMPLING SPEED  “Effects of Sampling Frequency • Same Data Set”

No Problem

BigProblem

Small Problem

No Problem

Increasing Sampling Speed & Adding Statistical Perspectives Changes Everything

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EXTRANET PM USE CASE ● DEPLOYMENT ARCHITECTURE

CoreNetwork

PERouter

AggregationRouter

Carrier Network

FS Provider Managed Last Mile Network

FS

FS CPERouter

Traders LAN

CoreNetwork Customer or

Carrier Network

Customer’s Manager Last Mile Network

FS

FS CPERouter

Traders LANCustomer

SwitchCustomer

Switch

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DISTRIBUTED PACKET CAPTURE

For compliance and trade flow analysis

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A CASE FOR NETWORK-LAYER INSTRUMENTATION: MIFID II TIMESTAMPING / AUDIT

Synchronise the clocks across every software application (requiring a costly upgrade to every system in the bank) and store data from EVERY individual flow into a single repository?

OR source the data from a single source, the NETWORK, giving a

secure, synchronised and timestamped audit record.

level of accuracy presents some tough choices….

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  Intelligent, Efficient Brokering• Granular: per-filter truncation rules• Precise: microsecond time-stamping• Efficient: bundles captured packets for transit• Lossless: TCP-based capture relay to VCX controller• Complete: jumbo frame support for any network MTU

Brokered bandwidth << 10% of original flows

Ultra-Low Overhead Permits:

ContinuousMonitoring

concurrent

On-DemandTroubleshooting

FlowBROKER™ DISTRIBUTED PACKET BROKER

Lossless Transit(LAN / WAN)

  Solution Components:Control

Count

Stream(Broker)

Store

UnbundleClassify Slice Bundle

µs-precise

Capture Timestamp

Remote Capture Engine (RCE)

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Capture Anywhere

  Required: Assured Delivery• Lossless packet brokering: analyze critical flows - transactional, sync, control• Locate analyzers remotely without sacrificing data capture quality

• Controller automatically verifies bandwidth availability• Authenticated session setup for secure capture control• Prioritized drop with loss accounting if session disrupted

Minimize Investment

Required

MaximizeAnalyzer

Use

DISTRIBUTED PACKET BROKERING

Unified data access for multi-vendor, multi-layer, multi-domain networks

Trade FlowAnalyzers / Regulartory Compliance Logging

It is impractical and cost prohibitive to position and place analyzers in close proximity to every important tap point — to achieve the optimal and functionally acceptable packet analyzing environment — so instead, FlowBROKER™ brings the tap points to the analyzers.

  “Cost-Efficient,  Complete L2-7 Visibility,

  Network Wide”

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ACHIEVING TOTAL NETWORK INSTRUMENTATION COVERAGE

FS / FSX Elements

Instrumentation

Performance Assurance Orchestration Platform

ConnectivityIn-Line or Out

VisibilityFPGA-Based Packet

Processing & Analysis

0.1 µs 0.1s

ApplicationsPacket Capture & Time-Stamping

● Microburst & Gap Detection● Bandwidth Utilization● Latency (sub-µs) ● Loss● Packet Loss● TCP Performance, …

Extranet Performance & SLA Monitoring

● MiFID II Compliance● Trade-Flow Monitoring

* FIX = Financial Information eXchange OMS = Order Management System ALGO = ALGORITHMIC TRADING MAL = Market Access Layer

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APPLICATION: FRONT OFFICE TRADE FLOW ANALYTICS

  Member Trade analytics – reassemble financial instrument execution performance using centralized, in-memory analytics

  Combine rich data points with meaningful calculations based on infrastructure-wide intelligence.

  Enables business-flow level analysis:• Insight into Order Volumes• Trade fill-rates, per-client performance• Across all front-to-back flows• Trade and Order performance metrics • Connectivity latencies and throughput • Client-level SLAs and analytics• True tick-to-trade statistics

 Distributed, remote packet capture enables:

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THANK YOU

See us at stand 7 for a live demo:

Extranet performance monitoring & exchange client portal