High-Speed Market Data Ingestion Pipeline for Matlab ( FREELANCE CLIENT )
Engineered a live market data pipeline for a hedge fund's NSE futures trading system. • Designed and deployed a decoupled ingestion pipeline bridging live NSE futures market feeds into a MATLAB execution environment via a Python WebSocket-to-TCP bridge — keeping the trading system's interface unchanged. • Built binary serialization (MessagePack) and auto-reconnection for data integrity and feed resilience under sustained throughput across hundreds of symbols. • Implemented in-memory O(1) snapshot access for sub-millisecond reads by the trading system, integrated with MATLAB's parallel processing for concurrent symbol handling. • Validated across millions of market ticks in live trading conditions with zero data loss under sustained load. Stack: Python, MATLAB, WebSockets, TCP/IP, MessagePack, Parallel Computing