3 ms·
Equity 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 i
by consz 11y ago
Equity 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.