7 ms·

I found the most interesting part of the NIST outage post [1] is NIST's special Time Over Fiber (TOF) program [2] that "provides high-precision time transfer by

by semenko 9mo ago

I found the most interesting part of the NIST outage post [1] is NIST's special Time Over Fiber (TOF) program [2] that "provides high-precision time transfer by other service arrangements; some direct fiber-optic links were affected and users will be contacted separately." I've never heard of this! Very cool service, presumably for … quant / HFT / finance firms (maybe for compliance with FINRA Rule 4590 [3])? Telecom providers synchronizing 5G clocks for time-division duplexing [4]? Google/hyperscalers as input to Spanner or other global databases? Seriously fascinating to me -- who would be a commercial consumer of NIST TOF? [1] https://groups.google.com/a/list.nist.gov/g/internet-time-service/c/OHOO_1OYjLY https://groups.google.com/a/list.nist.gov/g/internet-time-se... [2] https://www.nist.gov/pml/time-and-frequency-division/time-services/time-over-fiber https://www.nist.gov/pml/time-and-frequency-division/time-se... [3] https://www.finra.org/rules-guidance/rulebooks/finra-rules/4590 https://www.finra.org/rules-guidance/rulebooks/finra-rules/4... [4] https://www.ericsson.com/en/blog/2019/8/what-you-need-to-know-about-timing-and-sync-in-5g-transport-networks https://www.ericsson.com/en/blog/2019/8/what-you-need-to-kno...

dmurray 9mo ago
I never saw a need for this in HFT. In my experience, GPS was used instead, but there was never any critical need for microsecond accuracy in live systems. Sub-microsecond latency, yes, but when that mattered it was in order to do something as soon as possible rather than as close as possible to Wall Clock Time X. Still useful for post-trade analysis; perhaps you can determine that a competitor now has a faster connection than you. The regulatory requirement you linked (and other typical requirements from regulators) allows a tolerance of one second, so it doesn't call for this kind of technology.
- blibble 9mo ago
  > I never saw a need for this in HFT. In my experience, GPS was used instead, but there was never any critical need for microsecond accuracy in live systems. mifid ii (uk/eu) minimum is 1us granularity https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=uriserv:OJ.L_.2017.087.01.0148.01.ENG&toc=OJ:L:2017:087:TOC https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=uriserv:...
  - dmurray 9mo ago
    It's 1 us granularity, which means you should report your timestamps with six figures after the decimal point. The required accuracy (Tables 1 and 2 in that document) is 100 us or 1000 us depending on the system.
    - blibble 9mo ago
      > The required accuracy (Tables 1 and 2 in that document) no, Tables 1 and 2 say divergence, not accuracy accuracy is a mix of both granularity and divergence regardless, your statement before: > The regulatory requirement you linked (and other typical requirements from regulators) allows a tolerance of one second, so it doesn't call for this kind of technology. is not true
      - metaphor 9mo ago
        > accuracy is a mix of both granularity and divergence I respectfully disagree. In context, "granularity" is nothing more than a resolution constraint on reported timestamps. Its inclusion adjacent to the specified "divergence from UTC" is a function of market manipulation surveillance objectives as discussed in preamble item (2), and really doesn't have anything to do with accuracy proper.
      - broretore 9mo ago
        any time i am certain of something i never capitalize and i do not end my sentences with periods or use any punctuation because i like people to believe i am an omniscient narrator who cannot be interrupted
  - throw0101c 9mo ago
    > mifid ii (uk/eu) minimum is 1us granularity 1us is nothing special for GPS/NTP/PTP appliances (especially with OCXO/rubidium oscillators): * https://www.microchip.com/en-us/products/clock-and-timing/systems/ptp-grandmaster-clocks/timeprovider-4100 https://www.microchip.com/en-us/products/clock-and-timing/sy... * https://www.meinbergglobal.com/english/productinfo/gps-time-server.htm https://www.meinbergglobal.com/english/productinfo/gps-time-...
goalieca 9mo ago
My guess would be scientific experiments where they need to correlate or sequence data over large regions. Things like correlating gravitational waves with radio signals and gamma ray bursts.
- prpl 9mo ago
  those are GPS based too. You typically would have a circuit you trained off off 1PPS and hopefully had a 10 or so satellites in view. You can get 50ns with this. Of course, you would verify at NIST.
  - YetAnotherNick 9mo ago
    GPS could be blocked easily, and AFAIK even given corrupted inputs. And HFT could possibly benefit from blocking or corrupting competitors GPS.
    - johncolanduoni 9mo ago
      Deploying a GPS jammer in civilized territory is a great way to go to prison.
      - cinntaile 9mo ago
        It's not like foreign adversaries care.
        johncolanduoni 9mo ago
        The parent was saying HFT firms would do this to other HFT firms. They would care about doing this kind of thing - it’s not a white collar crime. And foreign adversaries would care about doing this during peacetime, especially for very unclear benefit.
      - dotancohen 9mo ago
        Would it actually go so far? Would the police actually try to investigate from where came the jammer? Might the competing firm possibly even finance an investigation themselves privately? And if so, would the police then accept the evidence? People have done far more evil things for money.
mmaunder 9mo ago
SIGINT as a source clock for others in a network doing super accurate TDOA for example.
- anilakar 9mo ago
  But they do not need absolute time, and internal rubidium clocks can keep the required accuracy for a few days. After that, sync can be transferred with a portable plug, which is completely viable in tactical/operational level EW systems.
bob1029 9mo ago
> a commercial consumer Where does it say these are commercial consumers? https://en.wikipedia.org/wiki/Schriever_Space_Force_Base#Role_and_operations https://en.wikipedia.org/wiki/Schriever_Space_Force_Base#Rol... > Building 400 at Schriever SFB is the main control point for the Global Positioning System (GPS).
machinationu 9mo ago
science equipment, distributed radio-telescopes where you need to precisely align data received at different locations
throw0101c 9mo ago
> I've never heard of this! Very cool service, presumably for … quant / HFT / finance firms (maybe for compliance with FINRA Rule 4590 [3])? To start with, probably for scientific stuff, à la: * https://en.wikipedia.org/wiki/White_Rabbit_Project https://en.wikipedia.org/wiki/White_Rabbit_Project But fibre-based time is important in case of GNSS time signal loss: * https://www.gpsworld.com/china-finishing-high-precision-ground-based-timing-system-a-worry-for-the-united-states/ https://www.gpsworld.com/china-finishing-high-precision-grou...
esseph 9mo ago
I'm sure all of that is true, but so is "Department of Defense". They're also the largest holder of IPv4 space, still. https://bgp.he.net/report/peers#_ipv4addresses https://bgp.he.net/report/peers#_ipv4addresses
- squigz 9mo ago
  Why does the DoD hold so many IPv4s?
  - ErikBjare 9mo ago
    They were assigned a huge prefix at the creation of the internet iirc
  - esseph 9mo ago
    ARPANET, precursor to the internet, was a DoD project.
secondcoming 9mo ago
I think Google uses chrony instead of NTP
- creatonez 9mo ago
  Google doesn't use chrony specifically, just an algorithm that is somewhat chrony-like (but very different in other ways). It's called Google TrueTime.
  - secondcoming 9mo ago
    Oh right. Their cloud-init script uninstalls NTP and installs chrony each time our VMs boot
    - creatonez 9mo ago
      Ah yeah. For VPS tenants it makes sense they would default to Chrony. They have a public facing pool of NTP servers at `time.google.com`, and for tenant use they provide `metadata.google.internal`, which is probably where the Chrony config file points. IIRC TrueTime is not actually open source and is only used internally on their infrastructure.
ignoramous 9mo ago
> Google/hyperscalers as input to Spanner or other global databases? Think Google might have rolled their own clock sources and corrections. Ex: Sundial, https://www.usenix.org/conference/osdi20/presentation/li-yuliang https://www.usenix.org/conference/osdi20/presentation/li-yul... / https://storage.googleapis.com/gweb-research2023-media/pubtools/5844.pdf https://storage.googleapis.com/gweb-research2023-media/pubto... (pdf)

by semenko 9mo ago

dmurray 9mo ago

I never saw a need for this in HFT. In my experience, GPS was used instead, but there was never any critical need for microsecond accuracy in live systems. Sub-microsecond latency, yes, but when that mattered it was in order to do something as soon as possible rather than as close as possible to Wall Clock Time X. Still useful for post-trade analysis; perhaps you can determine that a competitor now has a faster connection than you. The regulatory requirement you linked (and other typical requirements from regulators) allows a tolerance of one second, so it doesn't call for this kind of technology.

blibble 9mo ago
> I never saw a need for this in HFT. In my experience, GPS was used instead, but there was never any critical need for microsecond accuracy in live systems. mifid ii (uk/eu) minimum is 1us granularity https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=uriserv:OJ.L_.2017.087.01.0148.01.ENG&toc=OJ:L:2017:087:TOC https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=uriserv:...
- dmurray 9mo ago
  It's 1 us granularity, which means you should report your timestamps with six figures after the decimal point. The required accuracy (Tables 1 and 2 in that document) is 100 us or 1000 us depending on the system.
  - blibble 9mo ago
    > The required accuracy (Tables 1 and 2 in that document) no, Tables 1 and 2 say divergence, not accuracy accuracy is a mix of both granularity and divergence regardless, your statement before: > The regulatory requirement you linked (and other typical requirements from regulators) allows a tolerance of one second, so it doesn't call for this kind of technology. is not true
    - metaphor 9mo ago
      > accuracy is a mix of both granularity and divergence I respectfully disagree. In context, "granularity" is nothing more than a resolution constraint on reported timestamps. Its inclusion adjacent to the specified "divergence from UTC" is a function of market manipulation surveillance objectives as discussed in preamble item (2), and really doesn't have anything to do with accuracy proper.
    - broretore 9mo ago
      any time i am certain of something i never capitalize and i do not end my sentences with periods or use any punctuation because i like people to believe i am an omniscient narrator who cannot be interrupted
- throw0101c 9mo ago
  > mifid ii (uk/eu) minimum is 1us granularity 1us is nothing special for GPS/NTP/PTP appliances (especially with OCXO/rubidium oscillators): * https://www.microchip.com/en-us/products/clock-and-timing/systems/ptp-grandmaster-clocks/timeprovider-4100 https://www.microchip.com/en-us/products/clock-and-timing/sy... * https://www.meinbergglobal.com/english/productinfo/gps-time-server.htm https://www.meinbergglobal.com/english/productinfo/gps-time-...

goalieca 9mo ago

My guess would be scientific experiments where they need to correlate or sequence data over large regions. Things like correlating gravitational waves with radio signals and gamma ray bursts.

prpl 9mo ago
those are GPS based too. You typically would have a circuit you trained off off 1PPS and hopefully had a 10 or so satellites in view. You can get 50ns with this. Of course, you would verify at NIST.
- YetAnotherNick 9mo ago
  GPS could be blocked easily, and AFAIK even given corrupted inputs. And HFT could possibly benefit from blocking or corrupting competitors GPS.
  - johncolanduoni 9mo ago
    Deploying a GPS jammer in civilized territory is a great way to go to prison.
    - cinntaile 9mo ago
      It's not like foreign adversaries care.
      - johncolanduoni 9mo ago
        The parent was saying HFT firms would do this to other HFT firms. They would care about doing this kind of thing - it’s not a white collar crime. And foreign adversaries would care about doing this during peacetime, especially for very unclear benefit.
    - dotancohen 9mo ago
      Would it actually go so far? Would the police actually try to investigate from where came the jammer? Might the competing firm possibly even finance an investigation themselves privately? And if so, would the police then accept the evidence? People have done far more evil things for money.

mmaunder 9mo ago

SIGINT as a source clock for others in a network doing super accurate TDOA for example.

anilakar 9mo ago
But they do not need absolute time, and internal rubidium clocks can keep the required accuracy for a few days. After that, sync can be transferred with a portable plug, which is completely viable in tactical/operational level EW systems.

bob1029 9mo ago

> a commercial consumer Where does it say these are commercial consumers? https://en.wikipedia.org/wiki/Schriever_Space_Force_Base#Role_and_operations https://en.wikipedia.org/wiki/Schriever_Space_Force_Base#Rol... > Building 400 at Schriever SFB is the main control point for the Global Positioning System (GPS).

machinationu 9mo ago

science equipment, distributed radio-telescopes where you need to precisely align data received at different locations

throw0101c 9mo ago

> I've never heard of this! Very cool service, presumably for … quant / HFT / finance firms (maybe for compliance with FINRA Rule 4590 [3])? To start with, probably for scientific stuff, à la: * https://en.wikipedia.org/wiki/White_Rabbit_Project https://en.wikipedia.org/wiki/White_Rabbit_Project But fibre-based time is important in case of GNSS time signal loss: * https://www.gpsworld.com/china-finishing-high-precision-ground-based-timing-system-a-worry-for-the-united-states/ https://www.gpsworld.com/china-finishing-high-precision-grou...

esseph 9mo ago

I'm sure all of that is true, but so is "Department of Defense". They're also the largest holder of IPv4 space, still. https://bgp.he.net/report/peers#_ipv4addresses https://bgp.he.net/report/peers#_ipv4addresses

squigz 9mo ago
Why does the DoD hold so many IPv4s?
- ErikBjare 9mo ago
  They were assigned a huge prefix at the creation of the internet iirc
- esseph 9mo ago
  ARPANET, precursor to the internet, was a DoD project.

secondcoming 9mo ago

I think Google uses chrony instead of NTP

creatonez 9mo ago
Google doesn't use chrony specifically, just an algorithm that is somewhat chrony-like (but very different in other ways). It's called Google TrueTime.
- secondcoming 9mo ago
  Oh right. Their cloud-init script uninstalls NTP and installs chrony each time our VMs boot
  - creatonez 9mo ago
    Ah yeah. For VPS tenants it makes sense they would default to Chrony. They have a public facing pool of NTP servers at `time.google.com`, and for tenant use they provide `metadata.google.internal`, which is probably where the Chrony config file points. IIRC TrueTime is not actually open source and is only used internally on their infrastructure.

ignoramous 9mo ago

> Google/hyperscalers as input to Spanner or other global databases? Think Google might have rolled their own clock sources and corrections. Ex: Sundial, https://www.usenix.org/conference/osdi20/presentation/li-yuliang https://www.usenix.org/conference/osdi20/presentation/li-yul... / https://storage.googleapis.com/gweb-research2023-media/pubtools/5844.pdf https://storage.googleapis.com/gweb-research2023-media/pubto... (pdf)