High-Frequency Trading (HFT) Data Logging

While HFT firms have long utilized kernel bypass for networking, their storage layers often remain a liability. Capturing high-frequency tick data to disk is critical for regulatory compliance and quantitative backtesting. However, writing to standard file systems introduces scheduling jitter and latency spikes, which can interfere with the deterministic performance of the main trading threads. By pushing tick data into lock-free user-space queues, quantitative hedge funds can achieve deterministic, high-precision data logging without impacting their tick-to-trade execution paths.