Real-Time Market Data Streaming for Beginners
Before designing a real-time market-data system, it helps to understand the information it handles. Financial markets are places where people and institutions buy and sell assets: stocks such as Apple shares, options contracts, currencies, cryptocurrencies, and more. A market-data system does not execute those trades. Its job is to observe what is happening in the market and quickly send that information to applications, traders, charts, and algorithms. The small events that move a market The basic events are quotes and trades. ...