Study and build low-latency market data systems: feed handlers, order book reconstruction, efficient serialization, lock-free design, measurement and resilient distribution.
Duration10 weeks
LevelAdvanced
Modules10
Lessons40
This professional course examines how market data systems are designed when latency and determinism matter. You will build feed handlers, reconstruct order books from incremental updates, choose serialization formats and concurrency models, and measure latency correctly with percentiles and histograms. Python is used for prototyping and analysis alongside discussion of where compiled languages, kernel tuning and network design come into play, with resilience and failover treated as core requirements.
10 modules · 40 lessons · 10 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Build a feed handler prototype that decodes a binary protocol, detects gaps and recovers from snapshots
Implement and benchmark an order book engine with several data structure choices
Produce a latency study with histograms, percentile analysis and a written architecture review
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
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