Low Latency C++ Systems for Trading with David Gross at CppCon

We sat down with Pat Cooney, Head of Platform Engineering, to talk about what Platform Engineering means here and where agentic AI fits into the picture. Pat has spent over a decade at Optiver across markets, regions, and roles.

When people talk about developer productivity, they often jump straight to tools: powerful coding agents, faster compilers, smarter automation. These things matter, but they are not the whole story.

In most systems, the database acts as a boundary. You write data into it, and other systems read from it. If you need something more dynamic, like reacting to changes as they happen, you usually introduce something alongside it, whether that is a service layer, a queue, or a stream.

Large language models (LLMs) are getting surprisingly good at learning the basics of trading. Consider that the latest models are able to perform tasks like pricing simple scenarios, reasoning through rules and even outlining basic strategies.

If a UI doesn’t feel instant, it feels broken and users start to question what they’re seeing. A grid lags, values don’t update when expected, or a filter that used to feel instant starts to slow down. In high-demand systems like a trader’s workstation, a single desktop may be running many latency-sensitive applications at once, all competing for CPU, memory, and network bandwidth, so issues can show up quickly.

Data systems are often described along two axes: speed and scale. In practice, “speed” usually means some combination of latency and throughput, and systems are often optimized for one at the expense of the other, sometimes by trading efficiency for raw capacity. Those distinctions tend to break down quickly once systems move beyond simple use cases. Once a system is both data-heavy and interactive, speed and scale stop being independent variables. Decisions made to improve one almost always affect the other, sometimes in ways that are not immediately obvious and only surface under real usage.