Very cool! Where do you get the market data from? I am building something with financial data as well, and couldn't find any inexpensive source I was allowed to republish, so I ended up using IEX.
I have a 30 min cycle of polling yahoo finance every 2s, one per share/index every 2 sec if that makes sense
I see, so about 900 symbols per 30 minutes. IEX puts out one file per trading day with every trade on IEX, so you get the last trade for about 8,5k US symbols in one download the next day ~12GB compressed though. Has Yahoo ever throttled you at that rate?