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I'm wondering if there is some standard in the industry about the version of the linux kernel of a computer to run a market data engine on it. (market data engine = connect to brokers, subscribe to assets and forward the data to black box.)

Is it preferable to have:

  • a soft real time kernel
  • a hard real time kernel
  • a generic one

The arbitrage is reactivity against througput.

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No, there isn't any recommended hardware or OS from the markets.

Having said that, if you mention inifiband or solarflare hardware and Arista switches you'll probably be using hte gear that 90% of algorithmic trading firms use.

I'm not qualified to talk about asic or FPGA gear but I don't think there is anything clsoe to a standard there:)

I've always found this article to be interesting:

http://www.forbes.com/sites/quora/2014/01/07/what-is-the-technology-stack-like-behind-a-high-frequency-trading-platform/

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