3 ms·
Inserts would be in the hundreds to thousands max <10k a second tick data spread across <100 symbols. I generally only focus on 10 at a time but upscaling the w
by dfischer 7y ago
Inserts would be in the hundreds to thousands max <10k a second tick data spread across <100 symbols. I generally only focus on 10 at a time but upscaling the window there for historical needs.
- bananapear 7y agoWhere is your market data coming from? At that resolution I imagine you’re paying for colocation?
- dfischer 7y agoComing from either the exchange and using the closest server to it based on latency tests (crypto) or from a provider for tick data (polygon, iex) but trying to move away from the providers and go more direct to source (easier with crypto right now).