Although somewhat dated (the infrastructure in from 2004, which can be considered to be light-years in the past), this is a useful read:
Benchmarking a High Performance Real-Time Transaction Engine Design
(Go to the bottom-left of the page, and click on the link that says "View or download")
Even more interesting is the slide deck that accompanied the presentation. Slides 24 to 32 give some insight into the .NET-based architecture of the London Stock Exchange.
©2008 Marc Adler - All Rights Reserved.
All opinions here are personal, and have no relation to my employer.
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1 comment:
Hello Marc,
It had been a pleasure reading your blog as finding someone straight from a tech-trader perspective on internet is difficult. (Especially when one is trying to deliver a financial solution)
Marc, as someone, who is not from the financial world[and purely from an engineering background],it will be great if we can meet up sometime and talk.
Soham Das
sohamdas at g m a i l d o t c o m
[India]
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