Memory-Mapped Tick Data Reader - Quant Developer Interview Question
Difficulty: Medium
Category: systems
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Topics: systems, low-latency, c++, file-io
Problem Description
High-frequency trading systems often utilize memory-mapped I/O (mmap) to process large binary market data files with minimal latency by avoiding standard stream buffering and data copying. This technique maps file contents directly into the virtual address space, allowing applications to access disk-resident data as if it were in-memory arrays while relying on the operating system for efficient page management.
Task
Implement the calculateTotalVolume method in the TickReader class to compute th
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