Putting it All Together for an NBBO Ticker Plant
Well... it's been a heck of a week, but I'm very happy that I have an NBBO Ticker Plant in the can - ready for testing on Monday. It took a long three days, and one of those days was devoted almost entirely to the persistence of the exchange data and message cache. The testing for that proved very helpful as I caught a few nasty copy-paste bugs in the data elements.
What I'm hoping is that with the NBBO Plant being fed from more than 25 exchange feeds, it'll still be able to keep up with the flow - because none of these feeds are option feeds. We'll have to wait for Monday to see, but I'm optimistic.
If not, I'll have to figure out how to speed things up, or possibly put in conflation queues between the exchange feeds and the NBBO Engine.