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> The trading system reports an average latency of 10ms

Python is a bad choice for a system with such latency requirements. Isn't C++/Rust preferred language for algorithmic trading shops?


Why is Python automatically a bad choice? We've build some turbodbc + pandas which beats Go when dealing with a logic azure sql server for massive analtyic flows. I'm not sure if it's faster or slower than Rust, but it's basically C++ fast, though it obviously uses a lot more memory. Fortunately we live in a world where "a lot more" is like $5 a year.

I don't disagree with you that Python might be a wrong choice for algorithmic trading, but I do think it depends. We did our stuff with turbodbc rather than pyodbc which is used everywhere else, specifically because we analysed our bottlenecks.

Depends... not all kinds of trading are THAT latency sensitive.

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