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niggler
on Jan 31, 2013
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Someone got the natural gas report 400 ms early
Another HN user described this a long time ago:
http://news.ycombinator.com/item?id=2828804
madaxe
on Jan 31, 2013
[–]
Yup. It's all about parsing FIX faster than the next dude.
jrockway
on Jan 31, 2013
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Parsing FIX
correctly
faster than the next dude.
I've seen some fast FIX parsers. I've seen few that actually produce correct results :)
pbhjpbhj
on Jan 31, 2013
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No it's about providing market liquidity in order to optimise the efficiency of production. /sarcasm
niggler
on Jan 31, 2013
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In some asset classes (e.g. equities) the exchanges and dealers have built their own proprietary protocols to reduce the excess bytes.
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