[libx]

See the documentary 'The Wall Street Code' https://www.youtube.com/watch?v=hw3XtscVCVI AFAICR one of the protagonists (Haim Bodek) said his company had one million lines of C (or mainly C) code for HFT trading.

[moshiasri]

Thanks for the documentary link, i have read quite a lot about trading machines and the works of haim bodek.