Getting Started with Automated Trading

If you don't mind being "stuck" with MSFT, use Visual C++.NET. That is _the_ perfect compromise between pedal to the medal speed, and productivity. Visual C++.NET and C# are essentially the same, except the C++ compiler is far more mature.

1) Try writing a FIX engine in C. Measure speed in messages per second.

2) Do the same in C++ (using object orientation - otherwise, what is the point over C?).

3) Do the same in Visual C++.NET

4) Do the same in C#

5) Do the same in Java

This will take a long time, but you can answer your own questions.

nitro

[What is my experience? You can't beat 1 for speed, period, but for anything except systems programs, it makes no sense.]
 
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