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  1. Z

    Polygon live trades in Binary

    Thank you for sharing that interesting trick. In my case, I do not use std::string, but just plain char* (C string zero-terminated) with some hard-coded offset for where I can be certain of the sub-string length, to avoid searching for quotes " or : that bloat the data. But I cannot avoid...
  2. Z

    Polygon live trades in Binary

    no complain on the quality so far I just reported a few inconsistencies at the field naming or API level, but no issue with the data itself If there was something to say, to me, it would be more the possibility to subscribe telling which fields of data we want. For example, I subscribe T.* and...
  3. Z

    Polygon live trades in Binary

    For now, I have only tested this C/C++ code on a dedicated Intel i7-3770 3.4 GHz 4-Core 'home' computer as the VPS is used for a more stable python version (accumulating huge delay) especially at market opening. In the end, it will probably stay on a AMD Ryzen 9 3900X 3.8 GHz 12-Core dedicated...
  4. Z

    Polygon live trades in Binary

    Do not have the figure right now, but as far as I remember it was higher than I expected it in the profiler. I gained some time by not using a JSON parser with its nodes and all, but parsing C-string the old-school way ;-) That parsing is done already in independent processing threads. But, I...
  5. Z

    Polygon live trades in Binary

    Hi there, I am using Polygon live feed for stocks with all tickers, trying to make some simple analysis with small delay (a few seconds max). I now managed to absorb fetching all the JSON data, even at market open, having a delay ~200ms. However, parsing in C++ the JSON string to get the...
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