[yummyfajitas]

Realtime trading systems.

If your system is slow, you lose money. If your trading system says you earned $1,523,374.54, but your accounting system says you only earned $1,523,374.26, you don't care much.

[CodeMage]

I'm genuinely curious here: why would using integers be slower than using floats? I thought floating point operations were always more expensive than handling ints.

[yummyfajitas]

For simple accounting, it wouldn't be slower. The issue is analytical code, e.g.:

    int price = getPrice(symbol);
    double signal = exp(...) * ((double)price);
    if (signal > threshold) {
        buy(symbol);
    }

The point is to avoid converting from int to double every single time you need to do a calculation.