FIX/FAST engines

FDAXHunter · Post by **FDAXHunter** » Thu Sep 26, 2013 12:56 am

I don't see how "high-throughput" would lead to "worst case numbers" in the millisecond range. Like radikal said, this doesn't add up.

WayconKidd · Post by **WayconKidd** » Thu Sep 26, 2013 1:32 am

[quote]
I read WayconKidd's post as 5 micros to encode a NewOrderSingle - this sounds realistic.
[/quote]

That's correct -- I didn't mean to imply tick-to-trade in 5us. Am unfortunately not in any of the places you mentioned, but I appreciate the kind thought.

Reactor Core · Post by **Reactor Core** » Fri Sep 27, 2013 7:33 am

This thread was moved from [url=/Show%20Forum.aspx?ForumIDKey=1]General[/url] to [url=/Show%20Forum.aspx?ForumIDKey=12]Trashcan[/url].