3 ms·
>This means that if someone is actually slowing down market data for say AAPL then they are also slowing down quotes for AMZN as well but again Why should one
by jsprogrammer 11y ago
>This means that if someone is actually slowing down market data for say AAPL then they are also slowing down quotes for AMZN as well but again
Why should one symbol be tied to a completely unrelated symbol? This doesn't engender confidence in the architecture of these markets (which markets are you referring to, specifically)?
>you start to realize that almost all HFT firms aren't quote stuffing, they are just jockeying for position at the top of the order book.
I'm not sure this is an important distinction. What is quote stuffing but position jockeying?
- consz 11y agoEquity exchanges run the matching engines for a ton of symbols on one core. For example, Arca load balances 3000+ US equities across four cores -- island does it across a 24 core machine, but the outgoing message queue is shared across all 24 cores, so any increase in message rates from one core slows down the outgoing traffic from all matching engines.