3 ms·
I doubt they plan to just use it to talk in-house. At low latency trading shops almost all internal systems carrying market data or order entry flow avoid using
by nly 3y ago
I doubt they plan to just use it to talk in-house. At low latency trading shops almost all internal systems carrying market data or order entry flow avoid using IP/TCP. Everything will either be on a single box, with different processes pinned to different cores busy-spinning over IPC, or perhaps some kind of reliable UDP stream if a network hop is needed.
TCP is still used everywhere when it comes to talking to brokers and exchanges though. Even if you're jacked straight in to the NASDAQ with an FPGA you're still shooting TCP packets over the cross-connect.