La tubería
Every price on your chart made a journey: multiple upstream liquidity feeds are aggregated into a single clean book, sanity-checked against outliers, stamped, and fanned out over WebSocket to every open terminal. A well-run venue budgets the whole path in single-digit milliseconds.
Presupuesto interno de la ruta de precios
milisegundos, p95
Higiene de ticks
Raw feeds misbehave: crossed quotes, stale reprints, fat-finger outliers. Roughly 0.3% of upstream ticks are rejected by our validation layer before they can ever reach a chart or trigger a stop. A bad tick that fills a client's stop is a breach of trust — filtering them is a correctness requirement, not an optimisation.
- Outlier gate: ticks beyond a dynamic band vs the consolidated mid are quarantined.
- Staleness gate: feeds that stop updating are weighted out of the book within 250 ms.
- Cross detection: bid ≥ ask from any single contributor drops that contributor, not the book.
Traders never see the bad ticks a venue rejects. That's the point.
— El principio de diseño
Contenido solo educativo. Cifras, referencias y gráficos son ejemplos ilustrativos, no datos de producción de IUX ni una representación de resultados de trading. Nada aquí es asesoramiento de inversión.