6 ms·
At that number of observations, I would assume depth of market data so probably HFT use case. HFT is notoriously expensive to try to compete in
by walr000s 2y ago
At that number of observations, I would assume depth of market data so probably HFT use case. HFT is notoriously expensive to try to compete in
- moogly 2y agoOr IoT data, which is notoriously hard to make money on.
- osigurdson 2y agoOr someone using sound recorder on Windows.
- pgwhalen 2y agoI'm no market data specialist, but that seems like order of magnitude just top-of-book for US equities? The equity options market, at least, is orders of magnitude larger.
- vegabook 2y agoactually, any number of crypto APIs will give you tens of millions of points per day, for free (though that was not our use case).