Architectural Patterns for a 5.5M msgs/sec Market Data Parser in C++20 Processing raw market data feeds (like NASDAQ ITCH 5.0 or NSE FO) requires strict adherence to low-latency principles. Recently, I built a C++20 parser to ingest these feeds, normalize them, and manage a Limit Order Book (LOB). By strictly controlling memory allocation and maximizing CPU cache locality, the parser achieves a
How I Built a C++ Market Data Parser That Processes 5.5 Million Messages/Sec
Piyush Kumar·Dev.to··1 min read
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