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#Tick-to-Trade

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Common Bottlenecks and Optimizations #21 13 min read

Measuring Trading-System Performance

What TTT and RTT each cover, why to report p50, p99 and p999 instead of the mean, how marks at thread boundaries separate processing from queueing, and how to use the latency table as a budget.

#latency#measurement#tick-to-trade#percentiles#hft