Listen in on Jane Street’s Ron Minsky as he has conversations with engineers who are working on everything from clock synchronization to reliable multicast, build systems to reconfigurable hardware. Get a peek at how Jane Street approaches problems, and how those ideas relate to tech more broadly. You can find transcripts along with related links on our website at signalsandthreads.com.
Multicast and the markets with Brian Nigito
Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale.
You can find the transcript for this episode along with links to things we discussed on our website.