2 ms·
I've seen tens of millions of market data events from a single day of trading encoded in JSON and used in various post-trade pipelines.
by nly 3y ago
I've seen tens of millions of market data events from a single day of trading encoded in JSON and used in various post-trade pipelines.
- zlg_codes 3y agoAh, that's a dataset with a size certainly intimidating, and in an environment where performance means money. Thanks for pointing that out!