Rust High-Frequency Quantitative Trading

Mar 5, 2026 · Backend Development

Intranode Latency in High‑Frequency Trading: From NIC to Strategy

The article dissects intranode latency in high‑frequency trading systems, tracing the packet journey from the NIC through the kernel, socket and user‑space to the strategy thread, and explains how interrupts, CPU affinity, RSS, Nagle, UDP and kernel‑bypass techniques affect microsecond‑level jitter and tail latency.