An Introduction to Matching Engines(databento.medium.com)
databento.medium.com
An Introduction to Matching Engines
https://databento.medium.com/an-introduction-to-matching-engines-a-guide-by-databento-d055a125a6f6
1 comments
Thanks for sharing. I helped write this guide. My team and I collectively wrote connectivity for around 80-140 trading venues at major trading firms before this, and we tried to distill it down to the basics you need to know. Happy to answer any other questions!