I have a project in which I\'ll have to process 100s if not 1000s of messages a second and process/plot this data on graphs accordingly (The user will search for a set of data i
You should really prototype this in C# before you start screwing around with marshalling and unmarshalling data into unsafe structures so that you can invoke functions in a C++ DLL. C# is very often faster than you think it'll be. Prototyping is cheap.