[TriLUG] Linux vs Windows comparison criteria?

[Michael Durbin]

I work at a shop in Chapel Hill (Blue Analytics) where most of the 
development to date has been on Windows (client-side and server-side). 
We write options trading software for a private trading firm and I 
wonder if anyone can shed some light on an important question before us.

We are preparing to write some components with much more stringent 
latency/throughput requirements than what we've done so far and are 
seriously considering writing these in Linux. We have plenty of 
anecdotal evidence to warrant this, but little in the way of specific 
arguments for one OS over the other. Would anyone care to shed light on 
specific OS attributes we should consider before making this switch? Or 
any other consideration for that matter?

We're aware of apparent differences in TCP stack performance (e.g., 
http://www.pam2005.org/PDF/34310332.pdf) although we wonder if a TCP 
offload engine might compensate. We also know of the significant 
difference in kernel size between Windows and Linux, and can imagine 
generally how that might affect us. Another factor is our legacy code in 
Windows; any new component, regardless of OS, must interoperate with 
services running on Windows.

Any thoughts or pointers will be most appreciated.

Mike Durbin
Blue Analytics, Ltd.
919-923-0546