trading and multithreading

[motif]

Hi,
I'm new to electronic trading systems so excuse me for basic questions.
Where can I get some information about concurrency requirements, e.g. how many messages per second such system has to handle etc. I'll be doing this in Visual C++ but not sure even if Windows as not real time system can handle this. I know that there will be a lot messages to process and curious what techniques are used for this.
Can somebody point me where to start? any sources on the net?
thanks

 

[Andy Nguyen]

I remember there is a book on this thread Master reading list for MFE - QuantNetwork - Financial Engineering Forum that details what an algo trading system consists of. It goes through the hardware and coding as well.

 

[motif]

thanks but I was interested mostly in technical aspect of processing stock messages.

 

[neog]

Andy,

Can you point out the exact book title? I'm interested in reading it.

Thanks!

 

[Andy Nguyen]

I think this is the one I referred to
http://www.quantnet.com/forum/showpost.php?p=32470&postcount=1