One bit of useful background knowledge: The technical demands for high frequency trading can vary wildly depending on both what kind of trading strategies you're using, and what market you're in. This translates into real-time needs that vary considerably, depending on context.

At one firm I used to work at, the spread was several orders of magnitude. On one end, people were counting nanoseconds, and even C++ wasn't fast or predictable enough. At the other extreme, some teams didn't care about anything finer than a millisecond, and a big chunk of the stack was written in managed languages. It all counted as high frequency trading.