ScottyG writes: > To do this the order in which market data was received and trades > transmitted need to be maintained. I do know from their current log files > that 1 ms is not fine enough for this and that on occasion .1 ms is not > good enough.
Eventually 100ns won't be good enough, and then 10ns, and then 1ns, and then 1 planck time. You need some way other than time to order trades that get the same timestamp. How about sorting them by their hash value? What did they do before they had any computers at all? -- John Hasler [email protected] Dancing Horse Hill Elmwood, WI USA _______________________________________________ questions mailing list [email protected] https://lists.ntp.org/mailman/listinfo/questions
