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Re: High frequencey trading on Windows and .NET
Ted Graham / Concord Energy
4 Jul 2008 10:49PM ET

As others have said, you can easily achieve sub 100 ms latency using C# on Windows. If your basic framework of processing incoming data and building order takes more than 1 ms, you are doing something wrong. So you have 99% of your allowed time for your business logic.

However, if your strategy primarily relies on speed, 100 ms is unlikely to be faster than your competition. Can you tell us how you decided on 100 ms at your time target?

High frequencey trading on Windows and .NET
Tanveer Ansari / Crystal   3 Jul 2008 9:12PM ET

Re: High frequencey trading on Windows and .NET
Regis Dubois - HotBridge Ltd / HotBridge Ltd   4 Jul 2008 3:12AM ET

Re: High frequencey trading on Windows and .NET
Steve Cook / Lehman   4 Jul 2008 4:07AM ET

Re: High frequencey trading on Windows and .NET
Toby Corballis / Rapid Addition   4 Jul 2008 7:07AM ET

Re: High frequencey trading on Windows and .NET
Amar Kumar / Sungard   4 Jul 2008 11:47PM ET

Re: High frequencey trading on Windows and .NET
Ted Graham / Concord Energy   4 Jul 2008 10:49PM ET

Re: High frequencey trading on Windows and .NET
Tanveer Ansari / Crystal   4 Jul 2008 11:01PM ET

Re: High frequencey trading on Windows and .NET
Regis Dubois - HotBridge Ltd / HotBridge Ltd   5 Jul 2008 4:45AM ET

Re: High frequencey trading on Windows and .NET
Jean-Marie Sulmont / RTS   5 Jul 2008 4:50AM ET

Re: High frequencey trading on Windows and .NET
Kevin Houstoun   5 Jul 2008 5:34AM ET

Re: High frequencey trading on Windows and .NET
Tanveer Ansari / Crystal   5 Jul 2008 6:19PM ET