Futures high-frequency trading is a form of automated trading, which is good at speed. It uses complex computer technology and systems to execute transactions at millisecond speed and hold positions in a short time in a day.

Transaction cost, bid-ask spread, ordering method and transaction speed. Among these factors, the pursuit of trading speed may be one of the core competitiveness of high-frequency trading strategy.

Two core elements of high-frequency trading, one is the trading strategy of generating high-frequency trading signals; The second is the algorithm to optimize the transaction execution process. These two core elements put forward extremely high requirements for the operation speed of high-frequency trading platform.

The trading speed of high-frequency trading strategy includes two parts:

Part of it refers to the speed at which the high-frequency trading system receives real-time quotations, analyzes data and issues trading instructions;

The other part refers to the speed at which trading orders reach the exchange. The former requires excellent algorithm programs and powerful computer hardware; The latter requires a fast and stable network connection. The development process of high frequency trading strategy.