Are there industry standards form market data server and real time linux kernel?

External question — Quantitative Finance Stack Exchange Author: Guillaume Paris Original post: https://quant.stackexchange.com/questions/16821 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'm wondering if there is some standard in the industry about the version of the linux kernel of a computer to run a market data engine on it. (market data engine = connect to brokers, subscribe to assets and forward the data to black box.) Is it preferable to have: a soft real time kernel a hard real time kernel a generic one The arbitrage is reactivity against througput.

External answer — Quantitative Finance Stack Exchange Author: chollida Original post: https://quant.stackexchange.com/a/16824 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. No, there isn't any recommended hardware or OS from the markets. Having said that, if you mention inifiband or solarflare hardware and Arista switches you'll probably be using hte gear that 90% of algorithmic trading firms use. I'm not qualified to talk about asic or FPGA gear but I don't think there is anything clsoe to a standard there:) I've always found this article to be interesting: http://www.forbes.com/sites/quora/2014/01/07/what-is-the-technology-stack-like-behind-a-high-frequency-trading-platform/