The big win is how it allows bulk processing while taking serialization dependencies into account.
So you algos reading market data messages and yank all that is there and apply them in bunk instead of trying to do each one individually.
And your logger that is storing all the messages to a file and/or db knows what messages the algo has processed and can grab all the messages up to that point so it is always writing as much as it can and current.
So you algos reading market data messages and yank all that is there and apply them in bunk instead of trying to do each one individually.
And your logger that is storing all the messages to a file and/or db knows what messages the algo has processed and can grab all the messages up to that point so it is always writing as much as it can and current.