Articles and research on high-frequency trading technology, latency arbitrage, fast quote feeds, market microstructure and trading infrastructure.
The Westernpips Journal covers how trading systems are built, measured and run in real market conditions: HFT system architecture, latency arbitrage, price feed mechanics, market microstructure and order execution. The focus is on technology and measurement rather than indicators or price prediction.
The articles are written by the Westernpips team, which has developed low-latency trading software since 2007, and by our researcher Alexander Vinsky. We explain where milliseconds are gained or lost, how price differences between data sources arise, and what limits apply in practice.
A data study on paired tick recordings: how long broker quotes lag a fast feed on XAUUSD, how the windows are distributed, and what a delayed order would still capture. Method and limits included.
A forex quote is a Bid and Ask from one source, not a world price. Where quotes come from, how they reach a trading terminal, and why prices and latency differ between sources.
Latency arbitrage explained with EUR/USD examples and measured broker data: how the strategy works, broker rules, legal risks and how to test a broker.
How high-frequency trading works, where ultra-fast quotes come from and what separates institutional HFT infrastructure from a retail setup.
How risk in latency arbitrage differs from directional trading: positions open for seconds, what that does to market exposure, and which risks remain.
How FIX API connectivity works in algorithmic and HFT workflows: sessions, multi-venue connections, market data and order execution.
The basics for beginners: key concepts of arbitrage trading, why execution speed matters, what to look for in a broker and the main risks.
How the ITCH exchange feed delivers full order book updates with nanosecond timestamps, and why it needs 10/40 Gb connections.
What matters when choosing a broker for arbitrage: execution model, latency, price feeds and broker restrictions.
How to choose and configure a Forex VPS for arbitrage: server requirements, data centre location and distance to the broker.
A practical overview of quote providers: ECN venues, banks, prime-of-prime firms, liquidity aggregators and technology providers of fast market data streams.
Who sells low-latency quotes, which protocols are fastest, what public prices are available, and how traders compare feed speed in practice.
HFT infrastructure costs and technical requirements: colocation, FPGA, network cards, market data feeds and microwave links, with a comparison for different trader types.
Every article names its author. Research articles state the method, the data used and its limits, so the results can be checked and repeated. Westernpips develops and sells trading software: where an article uses data recorded with our own software or discusses our products, we say so. Found an error? Write to [email protected] or use the contact page.
The Journal is for information and education only and is not investment advice. Trading Forex, CFDs and cryptocurrencies carries a high risk of loss, and past results do not guarantee future results.
Since 2007, Westernpips has developed software for low-latency and arbitrage trading. We build tools that compare fast market data with broker quotes, execute trades automatically and record every tick for analysis.
Our software is used by private and professional traders working in Forex, CFDs, futures and cryptocurrencies. Our focus is on speed, data quality and precise execution.
If you are a trader or investor interested in HFT trading technology, please Contact Us for advice.
westernpips_hft_trading
If you have questions about Westernpips Software products please Contact Us.
Westernpips Journal
