Search
× Search
Monday, February 24, 2020

Archived Discussions

Recent member discussions

The Algorithmic Traders' Association prides itself on providing a forum for the publication and dissemination of its members' white papers, research, reflections, works in progress, and other contributions. Please Note that archive searches and some of our members' publications are reserved for members only, so please log in or sign up to gain the most from our members' contributions.

What’s the latency in High frequent trading

photo

 Calvin Chen, Senior IT professional, proficient in IT infrastructure and futures/securities business

 Sunday, May 26, 2013

I think, in different Exchanges, you will get different latency, Can you introduce to me what your latency is? how many millisecond or how many microsecond? i mean, when you place an order, this order is senr out and reachs your Exchange, your Exchange returns back a signal, it indicates that your Exchange has accepted your order. how long does this process spend? for normal Automated trading, what kind of latency is acceptable?


Print

5 comments on article "What's the latency in High frequent trading"

photo

 Ed Trice, Executive Director at Lightning Cloud Computing

 Monday, June 10, 2013



@Mark,

I agree with you there.

But consider this: Just one 5.4 GHz i7-3770K can outperform a 6.5 GHz version of a Xeon on a core-by-core comparison.

Now imagine you get 4 cores of that per 1U in server height @ 5.4 GHz. Replicate that by 60 per cabinet. So you have 5.4 GHz x 240 cores per rack. Get yourself a few racks of those and there is nothing you cannot do in seconds.


photo

 Digital Dude, Independent Capital Markets Professional

 Monday, June 10, 2013



Very sorry Ed but I don't "trust" you when you misquote Seymour Cray so badly and make such sweeping statements as "Our 5.4 GHz Ivy Bridge x 4 cores/U can kick the crap out of any Cray"... Do you even hear what you are saying "_any_ Cray"... And please, if you are going to cite working with the GaAs process of the Cray 3, find something better than an encyclopedia at nationmaster.com...

I did not realize this was a forum to hock hardware and miscompare unlike architectures...

Cordially,

-DD-

"The truth is out there." -The X-Files-


photo

 Christopher Reeves, Programmer at A2X Capital

 Monday, June 10, 2013



@markbrown that is awesome that you got to program a Cray computer. I am currently trying to build a distributed computing system that executes javascript code so that it is easier to write code for.

Were you using the Cray for a financial company? What kind of demand is there for supercomputers in stock trading? I know DE Shaw has their own supercomputer but idk how many other companies have a need for that much processing power.


photo

 Digital Dude, Independent Capital Markets Professional

 Tuesday, June 11, 2013



Back in the day... Cray installed a Y-MP2E at the New York headquarters of Merrill Lynch for use in sophisticated trading and risk management... 1993ish...

Cordially,

-DD-

"For me the greatest satisfaction is always when the pictures come alive." -John Lasseter-


photo

 Digital Dude, Independent Capital Markets Professional

 Tuesday, June 11, 2013



@Christopher Reeves, The TOP500 list shows a few financial users at around the 225 mark or so... Mostly HP and IBM systems... I've got to ask... Are you a superman or a dealer of lighting??? ;^)

@Ian Kaplan, I agree that Danny's Connection Machine was an interesting architecture and Mark would have liked its implementation of Lisp 8^) Try Fluorinert instead of mineral oil...

@Ed Trice, sorry Ed did not see any of your systems on the TOP500 list... So much for your "kick the crap out of any Cray" statement... BTW, I've got the service award chip and dip bowls how about you???

Cordially,

-DD-

"Our aim now, basically, is to make people go, 'What the fuck was that?'" -Mark Dippe, ILM-

Please login or register to post comments.

TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
Terms Of UsePrivacy StatementCopyright 2018 Algorithmic Traders Association