Articles

Latest Articles:

Latency Management for Co-Location Trading

25 January 2012

In this Corvil Insight we look at how to instrument the co-location environment for high-precision latency management. .. more

Market Data Microbursts

28 September 2010

In this Corvil Insight we discuss the prevalence of microbursts - short bursts of high activity - in market data feeds and using the real-world examples of the ArcaBook and OpenBook market data feeds we determine how network and computing systems should be engineered to handle microbursts... more

Clock Synchronization

27 September 2010

There are many approaches to managing the performance of high-end applications but the foundation they all must be built on is precision timing: without knowing exactly when specific events occur, you can't begin to measure, analyse and manage latency. The timestamping mechanism used determines how precisely events can be timed - however it is as important, if not more, to understand the quality of the clock being used. .. more

Latency Transparency

15 March 2010

The SEC concept release on equity market structure has thrown a spotlight on the topic of latency transparency. To many, this is not a well-understood concept in terms of what it means or why it might be a relevant concern for the markets. .. more

Low-Latency Market Data

20 January 2010

Achieving low-latency distribution of market data has become one of the most important factors that determine success in high frequency trading. No matter how fast you can execute, if your market data is delayed relative to competing traders, you will not achieve the expected fill rates. .. more