088: Dave Lauer – A Former-High Frequency Trader Talks Speed, Market Structure and Dark Pools
Chat With Traders
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The Growth of Financial Data
You wouldn't happen to have any stats or idea on how fast the amount of data that's available is growing, would you? Yeah, actually, it's something I'm trying to work through right now as I spec out the Research Institute platform. We're planning on doing equities to begin with, although we will do futures and options quickly thereafter. But we want to do full-depth of book equities. For that, for a few years of data, you're talking over 100 terabytes.
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