Comment Comment by mgaunard Those numbers seem to be TSC sampled in software from the moment it receives a full frame to the moment it starts sending a packet.The traditional way to measure performance in HFT is hardware timestamps on the wire, start of frame in to start of frame out.With those measurements the performance is probably closer to 2us, which is usually the realistic limit of a non-trivial software trading system. parent mgaunard 10 months ago
The traditional way to measure performance in HFT is hardware timestamps on the wire, start of frame in to start of frame out.
With those measurements the performance is probably closer to 2us, which is usually the realistic limit of a non-trivial software trading system.