4 ms·
I used to work for a firm that did FIX parsers for hft. FIX is the standard protocol for financial data. Company’s claim to fame was the fastest parser on stan
by talolard 6y ago
I used to work for a firm that did FIX parsers for hft. FIX is the standard protocol for financial data.
Company’s claim to fame was the fastest parser on standard hardware as opposed to an FPGA and handling the many many dialects of FIX.
A lot of work and skill went to memory layout (minimize cache missed), lock free data structures and spending time in perf looking for ways to shave microseconds off a function.
God knows how I got the job, I was super junior , but that’s the kind of work we did and presumably what other companies would want you competent with
- throwfin11 6y agoHFT firms would likely use the exchange binary protocols where available over FIX. Ie: OUCH/ITCH, Pillar etc. With that said, FIX is still relevant on many exchanges and in wide use by the broker/dealers etc...