Quote from Kevin Schmit:
I agree with Rosy on this one. Well coded Java is adequate to the task.
You've been doing high-frequency C++ trading since 1988? I find that a little difficult to believe as most markets had no STP-style electronic execution whatsoever at that time. With what firm? Through which clearers? I suspect you are FOS.
What firm are you with now?
I've been using C/C++ for two decades, doing trading systems last decade, high-frequency trading systems for the last 5 years for different shops and lately for myself. I have enough knowledge in C# and Java to stay away from them in the subj, i.e. real-time data processing. Waste of time...
I know a lot of guys that wrote pieces of trading systems in Java now spending useless time trying to tweak the garbage collector to avoid multi-second pauses during market-data bursts in the middle of the day.
Get real, make it once, and make it right.