Automated trading performed by robots takes up about 60% of securities trading volume. High Frequency Trading
systems generate tens of thousands of buy and sell orders per second. Non-functional testing for the platforms capable of sustaining such a load and maintaining latencies within 100-150 microseconds range is a challenging task. It requires special instruments and methods.
This presentation outlines practical methods used to test state-of-the-art stock exchange systems. In addition this
presentation touches upon the topic of load testing of web-sites vs. high frequency trading systems.
This information may interest technical testing and financial markets specialists.