Automated trading performed by robots takes up about 60% of securities trading volume. High Frequency Trading systems generate tens of thousands of buy and sell orders per second. Non-functional testing for the platforms capable of sustaining such a load and maintaining latencies within 100-150 microseconds range is a challenging task. It requires special instruments and methods. This presentation outlines practical methods used to test state-of-the-art stock exchange systems. In addition this presentation touches upon the topic of load testing of web-sites vs. high frequency trading systems. This information may interest technical testing and financial markets specialists.

1. Тестирование биржевых систем в условиях высокочастотного трейдинга Iosif Itkin Exactpro Systems LLC

7. В чём сила

8. Модель

9. Измерения Миланская биржа. Фото сделано после того, как инструкция о регулярных выражениях вступила в силу