Show HN: Nasdaq ITCH parser that processes 107M messages/SEC
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Re: Show HN: Nasdaq ITCH parser that processes 107M messages/SEC
#2Author 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.