Lunary: High-Performance NASDAQ ITCH 5.0 Parser in Rust
· 5 min read
Open-source NASDAQ TotalView-ITCH 5.0 parser in Rust with verified benchmark results, memory-mapped parsing, and field-level decode throughput.
RustNASDAQITCH 5.0Parsing
Deep dives on performance, parsing, and building reliable market data systems.
Open-source NASDAQ TotalView-ITCH 5.0 parser in Rust with verified benchmark results, memory-mapped parsing, and field-level decode throughput.
From zero-copy parsing and SIMD to lock-free concurrency and cache-aware layouts: how we engineered Lunyn to remove parsing as the bottleneck in quantitative research.