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The article says, "...Millennium Exchange was processing messages at a round trip latency of only 126 microseconds..."

Is this right, or did the author mean milliseconds?




microseconds.

internal messaging latency is measured in microseconds

order acknowledgement/cancel/fulfillment is measured in microseconds to low milliseconds.


Let me be the first to say that this is pretty damn fast.

For reference, try to ping a remote host in your LAN. You'll see about the same roundtrip time (~150 microseconds) and that's without a payload to speak of and without any processing going on.


Round-trip latencies for small MPI messages are typically a couple microseconds over InfiniBand, under 10 microseconds for 10G Ethernet without TCP, and a bit more when going through TCP.




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