Serving the Quantitative Finance Community

User avatar
Topic Author
Posts: 72
Joined: March 16th, 2003, 10:02 pm
Location: United States

"ludicrous speed" update rate tick databases

February 27th, 2021, 2:23 am

Is anyone here at liberty to disclose the highest per second update rate for CAPTURING & STORING ticks in a database system, of which they are aware ?
Ticks = trades & changes of BBO (& changes for each market depth level).
How many firms have the technology to CAPTURE & STORE all these updates across multiple asset classes & geographies for exchange-traded & OTC ?
If you can't be too specific, how about just the exponent for the power of 10 for how many updates per second for which you have personal first-hand knowledge?
Just curious...
EDIT: or, how about just the number of digits in the exponent for the number of updates per second, of which you have personal firsthand knowledge ?