Check out this paper on the LMAX Disruptor for an example of a lockless pattern. http://lmax-exchange.github.io/disruptor/files/Disruptor-1.0.pdf http://lmax-e

Check out this paper on the LMAX Disruptor for an example of a lockless pattern. http://lmax-exchange.github.io/disruptor/files/Disruptor-1.0.pdf http://lmax-exchange.github.io/disruptor/files/Disruptor-1.0... I posted it a while ago, but it didn't get any traction. I use it a system with multiple consumers, I wouldn't call it HFT but its as close as most trading systems will get:) We use it to pass quotes to each algo that requires it and to pass orders from high level algos down to an execution layer that determines how to send each algo's order to market.