HFT CORE SYSTEMS

Book data structures by instrument domain

Lesson 74 of 96Phase 07: Electronic trading systems
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The written objectives and hands-on lab are available now.

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Learning objectives

What you should understand

  1. Choose dense, sparse or hybrid price-level storage
  2. Exploit bounded tick domains when valid
  3. Measure update, lookup and memory costs by instrument

Lab

Hands-on exercise

Benchmark two book layouts on synthetic equity and futures distributions.

Deliverable

Evidence of completion

A workload-specific data-structure decision with latency evidence.

Prerequisite
EP 73

Phase 07

Electronic trading systems

Full curriculum