Fast construction of nanosecond level snapshots of financial markets

Jiading Gai, Dong Ju Choi, David O'Neal, Mao Ye, Robert S. Sinkovits. Fast construction of nanosecond level snapshots of financial markets. In Nancy Wilkins-Diehr, editor, Extreme Science and Engineering Discovery Environment: Gateway to Discovery, XSEDE13, San Diego, CA, USA - July 22 - 25, 2013. pages 24, ACM, 2013. [doi]

Authors

Jiading Gai

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Dong Ju Choi

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David O'Neal

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Mao Ye

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Robert S. Sinkovits

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