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by arthurcolle
1078 days ago
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when I worked at $BANK most traders had reimplemented their own DB using INDEX/MATCH and honestly it is a super powerful model when you get the hang of it. Obviously insane to support "at scale" but it is what it is. #ExcelGangRiseUp |
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This all blew up one day causing the bank to lose money. My team was supposed to fix it or whatever, because we were the "market data" team. I ended up writing a small program to send a multicast message and record how long it took to come back, and graphed it over time with ... rrdtool! Once the network/transport layer was ruled out as the problem, some trader came back and said it was a bug in their spreadsheet. (This was of course months of early morning conference calls. But having data about the network was a new thing.)
(Oh yeah, someone complained that the author of rrdtool's name appeared on all the charts, so I patched it to not do that. Sorry. Sometimes open source is more about the taking than the giving :( I was young and naive.)