Low latency programming

Question

I've been reading a lot about low latency financial systems (especially since the famous case of corporate espionage) and the idea of low latency systems has been in my mind ever since. There are a million applications that can use what these guys are doing, so I would like to learn more about the topic. The thing is I cannot find anything valuable about the topic. Can anybody recommend books, sites, examples on low latency systems?

Answer 1

Anything on realtime programming would fit the bill. It's not precisely what you're after, I suspect, but it's an extremely good place to start.

Answer 2

If I remember correctly real time Java (RTSJ) is used in this area, though I couldn't find a good article to link to now.

Answer 3

Well, its not just "traditional" real time programming, its everything. i work for a stock exchange -- speed is king. a typical problem is whats the fastest way to write to a file? the fastest way to serialize an object? etc.