No worries, Time slices are in microseconds not milliseconds (us v. ms), regarding 10 us microseconds versus 1 us microsecond to process interrupts: Few tools can monitor, verify or validate timings at these speeds. Throwing another wrench into the timing debate are the dual and quad core processors standard today, some of the new hardware implementations utilize a separate hardware timer. Regardless of how ever fast you are able to process price data you are always bound to the slowest process of the overall trading system. Probably more important for performance is how your application multi-threads.
Nope, have not yet found a broker supplied feed that works at ALL times without data drops for BID/ASK work.
Hello PC, there is an interesting article on Vista timings here -> http://74.125.47.132/search?q=cache...e+slice+milliseconds&cd=5&hl=en&ct=clnk&gl=us As an FYI - it seems like they are describing time slices in ms and not us ( I believe the actual context switch is us). Regards, gastropod
Interesting article: I use Vista extensively and was not aware interrupts were not counted. When I time processes my API overhead is consistently 0.0025 counts / 2500 frequency: Approx 1 microsecond. Many of my processes are sub 1 ms to execute but entire calculation chains vary from tick to tick. There are a number of other factors in play at the trading system level. I'll dig deeper when I get some free time.