Tick-to-Trade

Notes on HFT and low-latency C++

Skip to content
  • Home
  • Contact Me
Tick-to-Trade

Low latency switches used in HFT

Leave a reply

Top of rack switches allow multiple servers to share the same exchange connection. Their role is expanding, however, as they now come with internal FPGAs. There seem to be only two competitive product lines, which I’ll describe here.

Continue reading →
This entry was posted in hardware, switches on January 25, 2023 by sysadmin.

Sample PCAP data

Leave a reply

PCAP market data is a raw capture of the binary packets the exchanges send to colocated subscribers of their direct market feeds. It is useful for research because it can be replayed offsite in order to run simulations.

Continue reading →
This entry was posted in data, pcap on January 19, 2023 by sysadmin.

Recent Posts

  • Low latency switches used in HFT
  • Sample PCAP data