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.
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