In this era of low-latency, high-performance electronic and algorithmic trading, vendors, regulators and business strategist continue to misinform and sometimes disinform industry participants with references to time. Vendors, for example, can selectively...
Measuring message latency, especially for the data volumes and latency thresholds expected by Wall Street is tricky business these days, as we've
previously covered.
Even trickier is finding clarity in the midst of confusing and too many times...
Collapsing Time
While the impact has already been enormous, history will show how the shift from floor-based specialist trading to electronic trading changed the way investors, specialists, investment banks, brokers, exchanges and other industry...
Part 4 presented propagation delay, or the delay incurred as packets travel between sending and receiving nodes. The Measuring Latency series has illustrated some of the low-level but nonetheless key contributors to messaging latency. Understanding these...