Great answers, thanks, Mike!
On Sunday, February 16, 2017 at 8:03:27 AM UTC + 3, mikeb01 Quote > > With Web-based traffic (long poll / http streaming rather than a web > sockets), we maintain separate buffers for each message type (market data, > trade market data, execution reports). As each message type has different > rules around how events can be coalesced and / or throttled (eg market data > can be, execution reports can not). > > For the FIX we have separate servers for market data and order processing, > that is, in effect we have separate buffers for each event type, but the > supermarket Because the data behaves quite a bit differently to order the > flow having separate servers Allows the Implementation differ to the where > needs be. > > Mike. > > > -- You received this message because you are subscribed to the Google Groups "mechanical-sympathy" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. For more options, visit https://groups.google.com/d/optout.
