Rust High-Frequency Quantitative Trading

May 30, 2026 · Fundamentals

Efficient Timestamp Retrieval in Rust for High‑Frequency Trading

The article dissects the cost of obtaining timestamps in Rust, compares chrono::Utc::now(), clock_gettime, std::time::Instant and raw RDTSC, explains Linux vDSO behavior, monotonic vs realtime clocks, and proposes a layered timestamp strategy that uses raw cycles for hot‑path latency measurement, calibrated clock_gettime for wall‑clock alignment, and chrono only at system boundaries.