Financial market connectivity applications requires top performance. Processing orders can be measured in hundreds of microseconds, sometimes less. Below 1 millisecond, we enter in a world where the knowledge of the hardware (CPU) and memory subsystems dominates: It is necessary to be in harmony with the machine (Mechanical Sympathy).
What are the biggest issues to optimize a processing below 1 millisecond? This presentation will give you the key to answer to this question and a feedback on optimization performed for this kind of applications.