Equity Latency Measurement


Due to the mass of email/code/stuff one get each day, sometimes it takes me a while to get round to reading everything.  Hence somewhat delayed, but still worth mentioning is a now slightly old article by Low-Latency.com, Measuring Latency in Equity Transactions.  The article provide figures for  State-of-the-Art Latency general usage connections, coupled with a good overview of latency in financial markets from a viewpoint of exchanges.  Page 6 gives some  key latency numbers for asset classes.  Figure 4 should be familiar to anyone who’s working in the venue connectivity space.  Table 3 is relevant to anyone working or considering working in the global trading connectivity space.

Overall, excellent article, and worth the reading time.

~ by mdavey on August 3, 2012.

2 Responses to “Equity Latency Measurement”

  1. now, measuring latency in “.. marching engine ..” is not an easy task indeed. Unless of course it’s a typo.🙂

  2. Ironic that there was a delay in you mentioning a paper on low latency🙂

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