[This message was posted by Andy Faibishenko of Lasalle Technology <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/05bbe01c - PLEASE DO NOT REPLY BY MAIL.]
I have a pretty decent understanding of general FIX use cases for order flow and FAST market data(I have experience in futures,options on futures,equity options and some FI). I am trying to understand if there are any specific architectural challenges in the FX space, especially for high frequency trading. The kinds of things I am wondering about, for example: 1) Are market data rates significantly higher than other asset classes? 2) Are message sizes for both order flow and market data much bigger/smaller? 3) Is the number of FIX or FAST connections to various trading venues for a typical HFT operation much higher than those who trade non-FX? This is one of those questions where I don't know what I don't know, so please feel free to elaborate on other poignant differences for FX from HFT architecture point of view. Thanks! [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
