Multicast and the markets with Brian Nigito
Signals and Threads
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What's the Core Engine of a Trading Platform?
The most primitive sorts of things are you have orders or instructions. And that order could basically check the book immediately and then come right back to me if there's nothing to be done. If two orders cross, if there are two orders of compatible where a trade can go up, then an execution occurs. So lots of different players who want different subsets of information for different purposes. But trying to get it to everybody at the same time is a real challenge.
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