Discussion
Ask HN: How do HFT systems store position and order data?
HFT systems are really sensitive in latency. Which means it can't actually use traditional databases like MySQL, PostgreSQL, or etc. But then, how do we actually persist order and position data that the algorithms make? Would we just print it in the screen like application logs? I'm not sure that will be viable since logs can actually get lost. Maybe write on local files as CSV or HDF5? And perhaps make a cron or something to read those files and persist it into somewhere else? Or is there a solution that runs in memory but persists to disk?