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Notes on HFT and low-latency C++

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Low latency switches used in HFT

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.

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This entry was posted in Uncategorized on December 31, 2024 by gfh36a12eb6b066.

Sample PCAP data

PCAP market data is a raw capture of the binary packets the exchanges send to colocated subscribers of their direct market feeds. I need at least a sample of it to replay during simulations.

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This entry was posted in Uncategorized on December 30, 2024 by gfh36a12eb6b066.
  • Low latency switches used in HFT
  • Sample PCAP data
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