Monthly Archives: February 2011

Order Management in Nanoseconds

On one hand, if we compete on speed, there will only be one winner in the market. On the other hand, speed only matters if people are competing on the same (or similar) signal. That’s why even if people don’t … Continue reading

Posted in High Frequency Trading | 1 Comment

Faster FAST Decoder – Updated

After I posted the blog about the “faster FAST decoder“, I made some further improvement. Here is the latest result using the same CME data file. Total time = 11.797371 seconds; Packets/entry/maxEntries = 34217764/165204011/116; 0.344773 microsecond per packet; 0.071411 microsecond … Continue reading

Posted in Uncategorized | 7 Comments

Faster FAST Decoder – Market Data Handler in Nanoseconds

It all started from a linkedin post. A post about the performance of a particular FAST decoder turned into a series of comments with claims and questions. One┬áparticular comment caught my interest, from Mr. Jeffrey M. Birnbaum. He posted the … Continue reading

Posted in High Frequency Trading | 6 Comments