How Exchange Speed Bumps Work
How exchange speed bumps work: which messages a 350 microsecond delay holds back, what it does to queue position, and when the quote stays protected.
#latency
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Latency Models in HFT Backtests Explained
Latency models in HFT backtests decide which fills are real. See how feed delay and order entry delay differ, and what a zero latency fill quietly hides.