Benchmarking Distributed Stream Processing Architectures for Low‑Latency Financial Data Pipelines
Introduction Financial markets move at the speed of light—literally. A millisecond advantage can translate into millions of dollars, especially for high‑frequency trading (HFT), market‑making, and risk‑management systems that must react to price changes, order‑book updates, and regulatory events in real time. Modern exchanges publish data as a continuous stream of events (ticks, quotes, trades, order‑book deltas), and firms need distributed stream‑processing pipelines that can ingest, enrich, and act on that data with sub‑millisecond latency while handling tens of millions of events per second. ...