
Algorithms + Data Structures = Programs
Episode 148: ๐ธ๐ฎ SRT23 - Robert Leahy on C++ in FinTech
Sep 22, 2023
Robert Leahy, specialized in graphics and gaming, discusses C++ in FinTech. Topics include the ISO C++ Committee, proposed data structures like the hive, and prioritizing data access for financial market data. Also, the hosts record while walking in Venice and wrap up their Slovenia road trip.
34:18
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Quick takeaways
- The importance of efficient feed handlers in parsing and making sense of market data in the financial technology industry.
- The value and potential use cases of the HIVE data structure, such as high-bandwidth processing and efficient erasure.
Deep dives
Focusing on the Financial Technology Industry
In this podcast episode, the hosts conduct an interview with Robert Lee, a member of the ISO C++ Committee, discussing his work in the financial technology industry. Robert shares his background and how he became involved in the C++ Committee. He talks about the challenges of working with market data and the importance of efficient feed handlers to parse and make sense of the data. Robert explains the value of time series databases and how they are used in finance. He also touches on the topic of KDB and its mixed opinions within the industry.
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