High-Frequency Data Feeds

Feed Normalisation

Parse FIX, ITCH, and OUCH messages at wire speed with compiled parsers.

def parse_fix(msg):
    fields = msg.split("\x01")
    return {f.split("=")[0]: f.split("=")[1] for f in fields}

Book Reconstruction

Compile order book update and level management.

Latency Budget

Target sub-50 microsecond parsing with native compilation.