
"The London Stock Exchange has said its new Linux-based system is
delivering world record networking speed, with 126 microsecond trading times. The news comes ahead a major Linux-based switchover in twelve days, during which the open source system will replace Microsoft .Net technology on the group’s main stock exchange. The LSE had long been criticised on speed and reliability, grappling with trading speeds of several hundred microseconds. The record breaking times were measured on the LSE’s Turquoise smaller dark pool trading venue, where trades are conducted anonymously. That network switched over to Linux from Cinnober technology two weeks ago. Speed is crucial as more firms trade automatically at lightning speed, using advanced algorithms."
Member since:
2007-07-27
Mainframes are not suited for this low latency tasks. They are dog slow, and instead good at batch processing where latency is not critical. They have high throughput, but bad latency.
Linux/Solaris on x86 has lower latency and is better suited for these demanding tasks.
Some of those big fast performing exchange systems are written in Java.