while(true) vs EventWaitHandle notifications in "1000 times per second" processing
<p>I'm writing trading engine. I receive updates from market veeeeeryyyy ofthen. It's about ~1000 updates per second and I put them in queue. Taking into accout how ofthen I should process messages the question is - is it reasonable to use EventWaitHandle or it's better to use <code>while(true)</code> loop?</p>

<pre><code>while (true)
{
    queue.wh.WaitOne(); // do I need that to be executed 1000 times per second or just skip it?
    if (queue.Count &gt; 0)
        queue.Dequeue()
        ....
</code></pre>

<p>Or probably you can suggest something different...</p>
