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LSE smashes world record trade speed with Linux


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.
Read: LSE smashes world record trade speed with Linux


Quant Headhunter
I'm not sure this is true.

I believe that their tests show this, but my information is that the system hasn't gone live yet, and there is a big difference between simulated loads and real ones.

The largely .NET system is obviously going to be slower than the C/C++ one built by Sri lankans.

But, when you optimise for speed you can end up trading reliability for lower latency.

Come the middle of November, we shall see.
So, to see the performance improvement they replaced outdated SQL Server 2000 and managed apps on Windows server 2003 with brand new server and native apps. Hmm ... I wonder, did they run benchmarks with Oracle 8th version as database on backend? ;)