Question

It seems that all the major investment banks use C++ in Unix (Linux, Solaris) for their low latency/high frequency server applications. How do people achieve low latency in trading high frequency equity? Any book teach how to achieve this?

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Solution

http://g-wan.com/

http://www.zeromq.org
http://www.quantnet.com/forum/threads/low-latency-trading-system.3163/
check these websites you may get some idea about low latency programming.
but be aware that some codes may not be standardized. Which means it will not for longer time
it may creates some bugs in it.

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