3. Human and machine view on the picture during HFT
>1000 updates per second
60Hz and 24 frame per sec >1000 updates per second
>100 M orders per day
60Hz and 24 frame per sec >100 M orders per day
So…
7. • Read data from the GUI of application
• Terminal servers • Video card driver
• Windows controls • Hooks
No additional operations for Need a high speed storage device;
decoding data
Need to recognize useful
Do not guarantee the receipt of
information from bitmaps;
information on any interface;
High load on the CPU and Miss some parts of data;
memory
Applicable to all interfaces;
Fast and reliable
8. • Microsoft Detours
Detours is a library for instrumenting arbitrary Win32 functions on x86, x64, and IA64 machines.
Detours intercepts Win32 functions by rewriting the in-memory code for target functions.
The Detours package also contains utilities to attach arbitrary dynamic-link libraries (DLLs) and data
segments (called payloads) to any Win32 binary.
SetDIBitsForDevice function
http://research.microsoft.com/en-us/projects/detours/