Show HN: Nasdaq ITCH parser that processes 107M messages/SEC (lunyn.com) 1 points by sundancegh 9mo ago ↗ HN
[–] sundancegh 9mo ago ↗ Author here. Happy to answer questions about the implementation.Built this while learning Rust to solve the parsing bottleneck in quant backtests. Benchmark is reproducible on specified hardware.Technical approach: zero-copy parsing, AVX2 SIMD, lock-free concurrency. Full breakdown in the post.Currently building an MVP. If you process ITCH data at scale, email me at rustu@rustu.dev.
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[ 4.0 ms ] story [ 15.8 ms ] threadBuilt this while learning Rust to solve the parsing bottleneck in quant backtests. Benchmark is reproducible on specified hardware.
Technical approach: zero-copy parsing, AVX2 SIMD, lock-free concurrency. Full breakdown in the post.
Currently building an MVP. If you process ITCH data at scale, email me at rustu@rustu.dev.