In a previous article we measured the tick-to-trade latency using CoralFIX and CoralReactor. In this article we use wireshark and tcpdump to analyze the latency numbers of a test trading strategy that receives a market data tick through UDP using CoralMD and places a trade order through FIX using CoralGateway. Continue reading
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Tick-to-Trade Latency Numbers using CoralFIX and CoralReactor
In this article we use wireshark and tcpdump to analyze the latency numbers of a test trading strategy that receives a market data tick through UDP using CoralReactor and places a trade order through FIX using CoralFIX. Continue reading
Jitter: A C++ and Java Comparison
In this article we write two equivalent programs in C++ and in Java that perform the same mathematical calculations in a loop and proceed to measure their jitters. Continue reading