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Show HN: Nasdaq ITCH parser that processes 107M messages/SEC

lunyn.com

1 points by sundancegh · 1 comment

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sundanceghOP

Author here. Happy to answer questions about the implementation.

Built this while learning Rust to solve the parsing bottleneck in quant backtests. Benchmark is reproducible on specified hardware.

Technical approach: zero-copy parsing, AVX2 SIMD, lock-free concurrency. Full breakdown in the post.

Currently building an MVP. If you process ITCH data at scale, email me at rustu@rustu.dev.

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