Compressing Market Data: zstd vs gzip
Compressing market data: zstd vs gzip benchmarked in a fresh container, why sorted tick files shrink so far, and when gzip is still the right pick.
#tick data
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What Does Historical Tick Data Cost?
Historical tick data is priced on four axes: venue, schema, volume delivered, and license type. Here is how each axis works, with real record counts.
How to Read the US Equity Trade Tape
What each field on the US equity trade tape means, measured on 22 years of prints: timestamps, auction prints, condition codes, corrections and reused symbols.