D&C GLug - Home Page

[ Date Index ] [ Thread Index ] [ <= Previous by date / thread ] [ Next by date / thread => ]

Re: [LUG] Trading and IT.

 

On Thu, 15 Sep 2011, Adrian Midgley wrote:

On 15 September 2011 07:37, Henry Bremridge <henry.bremridge@xxxxxxxxx> wrote:

"In the high-speed world of automated financial trading, milliseconds
matter.

I'm not sure it is a good thing.

I wonder if synchronising it to a clock tick rather than just piling
trades in would be better.

NTP is good. Direct reference to GPS is better (but at the whim of the US govt.)

However these people are delaing in sub millisecond transactions - verging on the microsecond level now... Or at least their computers are.

And I'm not sure if it's a good thing either, but it seems to be the way it's going. It's not new either. Companies I've been involved with have looked at these issues for at least the past 15 years or more...

Gordon

--
The Mailing List for the Devon & Cornwall LUG
http://mailman.dclug.org.uk/listinfo/list
FAQ: http://www.dcglug.org.uk/listfaq