def the biggest obstacle in terms of best pricing and fast execution is in the network. nyc co-location would eliminate this for equities and other nyc-concetrated markets.
I have question regarding C# vs C++/CLI; both are using the same virtual machine so there should not be any difference in performance.
Is this what you mean (assuming you want NxCore rather than "NwCode")? They've posted some examples here, although I'm not sure it's what you're looking for: http://nxcoreapi.com/doc/
A few years ago I tried out the Nxcore trial and found that reading the quote stream from C# (using the Nxcore supplied code) was almost an order of magnitude slower than doing the same in C/C++.
Except the C++/CLI code gets compiled into native assembler code in methods that can do that if you do not block it. You can pretty much decide on a method by method basis whether or not a method is managed (bytecode) or native (assembler). It also is a lot easier / faster to work with native elements like strings as you can avoid a lot of "stupid" marshalling to .NET - I can basically pregenerate .NET strings (like symbols) and reuse them - something not possible with a standard "method call per method call" wrapper. There is a TON of low level optimization that C++/CLI can do, given that all data structures in NxCore are C++. SOME of that COULD be done by working on a (VERY COMPLEX) C# stack, but that is more work than just doing it in C++