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exchange execution priority is a multi-dimension consideration (and varies by exchanges), the speed one would gain with faster languages offers marginal difference for most scenarios. I would love to hear if you get insightful data to argue otherwise.
When you're turning over 5% or more of all US equity volume every day, marginal gains kind of matter a lot. These are the same people that brought you NYC<->CHI microwave towers for trading and laid custom undersea cables to Tokyo
Yeah, I agree. I've seen some crazy stuff at close quarters. Which is why this statement is intriguing. And you don't even need to turn over 5% of the market for this stuff to matter. For some strategies, that's all the matters.
if you guys can give an order/quote book scenario that you think a few ns of your faster order matters.
now we have some fancy pants talking. 
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