The Value of a Millisecond
We all know that latency matters in a trading system. Jim over on the GigaSpace’s blog has an interesting posting that fully rams home the latency issue. If Amazon found every 100ms of latency cost them 1% in sales, imagine what latency could cost db autobahn or BARX. Autobahn appear to have the lead today in the SDP space, hence I wonder what 100ms latency does to the Deutsche bank e-trading revenue? 1% of $1bn?