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by im3w1l 1871 days ago
1 million is not a lot. I'd begin by asking myselves "can I afford to chase those pointers?", because maybe you can.
2 comments

That's a good question to ask when faced with a problem that could be solved that way, but a real answer to the question would be useful too.
No, because my competitors who are attempting to fill the same orders I am attempting to fill are not chasing pointers.
You are chasing nanoseconds with a garbage collected language?
Those nanoseconds tend to add up.
are your competitors using java?
Java is relatively common in HFT yes.