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If every millisecond matters, does Linux have any REAL advantage over Windows when running C++ complied real-time algo-bot?

FIX/FAST

Task: coding real-time black-box for algo-trading on european exchange with FIX market data/order entry + CME market data coming through independent data provider (FIX interface). C++/Windows only. PM me if interested

What do you think about receiving CME data through CQG server in London?

No. Absolute latency doesn't matter as long as it's equal among participants. If this amount of cable is equal among collocated servers, then that servers are at the absolute limit of proximity to the matching engine of this particular exchange. Still wonder what exchanges are doing this?

Is the following statement true or false? If it's true, what exchanges are doing this? "It is interesting to note that some of the exchanges make sure that each co-located customer receives equal amounts of connecting cable, so that a server at the northeast corner of a facility has the same...

There is no reason to colocate in US because I'm autotrading at european exchanges. So I'm not concerned about 3-5 ms it takes for data to travel in US. What I really need is to be first to receive S&P 500 futures data in europe. How can this problem be solved?

By “fastest” I mean the the lowest delay between tick being generated at the exchange till it come to my PC (in Europe). Especially at the moments of releasing the economic data.

I need IOB (International Order Book) of LSE (where GDRs are trading).

OK. Forget about "ultra-high frequency" part of my question. The only requirement for the broker is C++ API. We've got 4 brokers on the list (mentioned above): IB Genesis Lime Lightspeed Any other? Just post names, I'll do the search myself. Thanks

Any advice!?

C++ API is required. Thank you.

Anyone here trading prop(with high leverage)?

I want to try automated liquidity provision on NASDAQ. Looking for the high leverage (10:1). Have Series 7. 1) What do I need to open prop account? Is S7 and several $K enough? Anything more? 2) What is the best place to open the account? I need C++ API.