zxq9 zxq9@REDACTED
Sat Apr 10 08:52:18 CEST 2021

On 2021/04/10 15:47, Avinash Dhumane wrote:
> The “tick-to-order” indeed needs to be /vertically/ partitioned so that 
> the ticks (market movements) do not sit in the queue waiting to be 
> attended. More so because the ticks arrive in the bursts; the next 
> microsecond might bring no tick, or just one tick, or ten, or hundred, 
> or might even eight hundred.

Why are the ticks not partitioned by type? Is it only possible to 
receive ALL ticks available in the market at a single address:port? This 
seems... very weird and not what I've seen in HFT, at least.


More information about the erlang-questions mailing list