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Medium · Algorithms & Data Structures · Quant Trader interview question · memory-mapping, I/O, performance, tick-data
You are analyzing high-frequency tick data for a large number of stocks. The data is stored in large binary files on disk. You need to efficiently read and process this data for backtesting and live trading. What is the primary advantage of using memory-mapped I/O (mmap) for reading these tick data files compared to traditional file I/O methods (e.g., fread, read)?