Re:Java is better than C++ for high speed trading systems
by ridaj on Thursday November 26, 2020 @02:55AM
(#25217886)
10ms is target at which percentile for HFT? From what I could tell in my limited experience, GC impact is worse at the tail of latency distribution
Re:Java is better than C++ for high speed trading systems
by cutemonster on Thursday November 26, 2020 @03:01AM
(#25217915)
10ms is milliseconds though not micro, that's 10us
Re:Java is better than C++ for high speed trading systems
by ridaj on Thursday November 26, 2020 @05:20PM
(#25223941)
Sorry I meant us - but at what percentile
Re:Java is better than C++ for high speed trading systems
by tempodox on Thursday November 26, 2020 @08:57AM
(#25220032)
µs
Re:Java is better than C++ for high speed trading systems
by chrisseaton on Thursday November 26, 2020 @04:38AM
(#25218395)
> 10ms is target at which percentile for HFT?
They already just said they need 10 microseconds. 10 milliseconds is far far too slow.
Tick to trade latency for a modern software HFT stack needs to be under 10 _microseconds_, which is over three orders of magnitude more stringent.