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One thing I wish people knew more about is SBE, it seems to be super fast by design:

https://speice.io/2019/09/binary-format-shootout.html

As far as I know, SBE was designed with financial protocols in mind, though possiblity more order entry (FIX-SBE) than market data. I'm not saying it is the case but it's possible that it's more suited to the IEX market data that the article uses for the performance test than capnproto or flatbuffers.

I will consider it in future though, while I'm familiar with SBE it's not one I'd have thought of when thinking about serialisation.

SBE is a zero-copy schema-full serialization format. I don't think there's anything which limits the format to the financial domain. For example, here's [1] a toy example of a schema describing a car.

[1] https://github.com/real-logic/simple-binary-encoding/blob/ma...

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