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Stream<Tick> -> CompressedTimeSeriesBlock
Serialize and pack high-frequency trade ticks into high-compression binary blocks optimized for sequential backtesting reads.
Problem it solves
Raw tick-by-tick market data consumes excessive storage and reduces disk-bound backtesting throughput.
Consumes
Emits
The real projects this mechanism was found in. Attribution is the point — this is how the best teams actually do it.