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by zygomega
4809 days ago
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thanks mangrish, quant. How could you tell? I'm conecting with an aggregator cause the direct market feeds are monopolistic price gougers. It's an easy switch if we make it up that curve. I'm not sure if I even understand what middleware is (I'm a quant), but I think the answer is the disruptor! |
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Yeah..the aggregator is where you get done in both cost and latency. The prop shops and hedge funds pay through the nose for that stuff so unless you come packing a little capital, true HFT is an issue.
On the middleware, not really.. so you would have a market data component that will be pushing stuff to various components (real time risk, the pricer, and the trading engine). The disruptor sits on the 'in' queue to those components.. the middleware is what pushes messages between instances running on the same/different machines.
Hope that helps :)