On Sat, 2014-03-22 at 12:38 +0000, Daniel Davidson wrote: > On Saturday, 22 March 2014 at 11:46:43 UTC, Russel Winder wrote: > > > > > It is also worth pointing out the LMAX Disruptor which is a > > lock-free > > ring buffer based framework used to create dealing platforms on > > the JVM. > > They outperform any other trading platform still. > > > > That is wrong. Trading is competitive and your competitors rarely > will inform you they are losing to you or beating you. And when > you do not get the fills you want it is not always clear you are > being beaten. This article > (http://mechanical-sympathy.blogspot.com/2011/08/inter-thread-latency.html) > suggests C++ version of the same architecture is faster than the > Java.
If the data isn't available we'll never really know. It is now over 9 months since the people I know left LMAX for other organizations so I have no current data, or even rumour. It would be interesting to rerun the comparison with JDK8 and C++14. I suspect C++ may well be the winner on latency, whether by 10% I am not sure. -- Russel. ============================================================================= Dr Russel Winder t: +44 20 7585 2200 voip: sip:russel.win...@ekiga.net 41 Buckmaster Road m: +44 7770 465 077 xmpp: rus...@winder.org.uk London SW11 1EN, UK w: www.russel.org.uk skype: russel_winder