Re:Someone got the natural gas report 400 ms early
by bentcorner on Thursday January 31, 2013 @02:03PM
(#5146662)
(I don't know a whole lot about the intricacies of trading) Is there a minimum standard "resolution" for trades, or is everything sort of a best effort based on the speed of the computing hardware involved?
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Re:Someone got the natural gas report 400 ms early
by niggler on Thursday January 31, 2013 @02:19PM
(#5146767)
Each exchange is implemented differently. Some have much lower round trip latency times, but currently latency numbers are in the microsecond range.
The quotes themselves are provided with resolution from 1msec to 1nsec (depending on the exchange and on the type of data you wish to receive)