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Medium · systems · Quant Developer interview question · systems, parsing, binary, data-processing
High-frequency trading systems rely on precise market data replay to backtest execution strategies and validate system latency. This requires parsing binary packet capture streams to reconstruct the exact timing and sequence of historical market events. Task Implement the parseAndSchedule method to parse a binary packet capture stream provided as a vector of doubles (which must be cast to uint8_t). The method must validate the file structure, extract sequential packets, and calculate the replay