Intro to Multicast Market Data Feeds of US Electronic Exchanges

Ways of communications over electronic trading platforms Electronic trading platforms facilitate the trading of financial securities and commodities. The communication methods on these platforms can vary, but generally, they include: Electronic Messaging: Traders and brokers communicate via electronic messages using protocols like FIX (Financial Information eXchange). This allows them to exchange information about trades, quotations, and market data. APIs (Application Programming Interfaces): APIs allow different software applications to communicate with the trading platform, enabling automated trading strategies, order submission, and access to real-time market data....

A Tour of C++ Notes (Part 1)

[[C++]] [[A Tour of C++]] A Tour of C++ (2nd edition) Notes Part 1 Preface To really know a city, you have to live in it, often for years. Read C++ Core Guidelines later The Basics Many obj files can be combined by a linker When we talk about portability of C++ programs, we usually mean portability of source code C++ STL can be implemented by C++ itself C++ STL has minor uses of machine code (except thread context switching C++ is a satically typed language (every entity must be known to the compiler before it’s used) A single quote (’) can be used as a digit separator for better read....

ZeroMQ

[[zeroMQ]] [[MQ]] ZeroMQ shouldnot be regarded as a pure socket library, it should be regarded as a messaging library, a “lightweight” message queue library. zmq_socket(3) - 0MQ Api (zeromq.org) ZeroMQ | Socket API Key differences to conventional sockets Generally speaking, conventional sockets present a synchronous interface to either connection-oriented reliable byte streams (SOCK_STREAM), or connection-less unreliable datagrams (SOCK_DGRAM). In comparison, ØMQ sockets present an abstraction of an asynchronous message queue, with the exact queueing semantics depending on the socket type in use....

2022-09-03 · 3 min · 511 words · Kin