Hope Craig sees this one.
We should have more fans of Market Data where I work, seeing how Craig kept everyone until after 5PM on the Friday before Labor Day with an amazing lecture on Market Data.
In the past, I have just built trader workstations that merely hooked up to a market data feed through some sort of communication mechanism (sockets, Tibco RV, EMS) without having to be concerned about the ins-and-outs of the data. However, Craig has been doing market data for 15 years, and it's a pleasure to work along someone who is so passionate about the area.
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