How quant firms trade faster than you (Part 2)
Part 1: https://youtu.be/uiU8_C0Is2I
This is part 2 of 2 as to how quant trading firms trade faster than you. This 2 part video series talks about SBE (simple binary encoding), the low-latency low-bandwidth protocol that quant trading firms use to send messages to (and receive from) the exchange.
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CME SBE: https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+-+Simple+Binary+Encoding
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