Philly ETE #29 – Data in Motion: Latency and Throughput – David Richardson & John Granieri

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From the abstract: All distributed systems are constrained by their ability to move data between components. We will talk about the engineering discipline required to achieve low latency and high throughput. Examples will be given from low latency C++ and high throughput python components used in SIG’s trading and data analysis stack. SIG is a proprietary trading firm headquartered in Philadelphia. No prior trading experience is assumed.