This is an interesting post regarding the software on which the London Stock Exchange runs or rather is about to stop running on.
Obviously the article linked to is an opinion based article however, over the last few years I have been following the development of the system with an interested eye. Performance on .Net applications has always interested me as I have never found ways to make them as fast as a C++ program. When I read that the LSE wanted to develope a real time .Net based system I was interested to see if it could be done. I mean Microsoft developers worked on the system so you would expect if anyone could do it they would be able to. Thats not been the case by the look of it.