Performance of C++ vs Virtual Machine languages in high frequency finance

Question

I thought the C/C++ vs C#/Java performance question was well trodden, meaning that I\'d read enough evidence to suggest that the VM languages are not necessarily any slower

Answer 1

Most of our code ends up having to be run on a Grid of 1000's of machines.

I think this environment changes the argument. If the difference between c++ and c# execution speed is 25% for example then other factors come into play. When this is run on a grid it may make no difference as to how it is coded as the whole process once spread across machines may not be an issue or solved by allocating or purchasing a few more machines. The most important issue and cost may become 'time to market' where c# may prove the winner and faster option.

Which is faster c++ or c#?

C# by six months......

Answer 2

It's not only a matter of programming language, the hardware and operating system will be relevant to.
The best overall performance you will get with a realtime operating system, a realtime programming language and efficient (!) programming.

So you've quite a few possibilities in choosing an operating system, and a few in choosing the language. There's C, Realtime Java, Realtime Fortran and a few others.

Or maybe you will have the best results in programming an FPGA/Processor to eliminate the cost of an operating system.

The greatest choice you have to do, how many possible performance optimizations you will ignore in favor of choosing a language that eases development and will run more stable, because you can do less bugs, which will result in a higher availiability of the system. This shouldn't be overlooked. You have no win in developing an application which performs 5% faster than any other application which crashes every few point due to some minor hard to find bugs.

Answer 3

One of the most interesting thing in C++ is that its performance numbers are not better, but more reliable.

It's not necessarily faster than Java/C#/..., but it is consistent accross runs.

Like in networking, sometimes the throughput isn't as important as a stable latency.