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FIX/FAST engines
Posted: Wed Sep 25, 2013 10:57 pm
by christine.s
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FIX/FAST engines
Posted: Thu Sep 26, 2013 12:56 am
by FDAXHunter
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.
FIX/FAST engines
Posted: Thu Sep 26, 2013 1:32 am
by WayconKidd
[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.
FIX/FAST engines
Posted: Fri Sep 27, 2013 7:33 am
by Reactor Core
This thread was moved from [url=/Show%20Forum.aspx?ForumIDKey=1]General[/url] to [url=/Show%20Forum.aspx?ForumIDKey=12]Trashcan[/url].