Memory-Mapped Files

Memory-mapped files are a technical mechanism that maps a file's contents directly into a process's virtual address space, allowing for extremely fast data access. In the realm of financial derivatives and trading platforms, this technique is used to handle massive datasets like historical tick data or live order flow logs without the overhead of standard input and output operations.

By treating the file as if it were resident in RAM, trading systems can perform rapid lookups and updates with minimal latency. This is a cornerstone of building high-performance backtesting engines and real-time risk management tools.

It enables developers to process terabytes of financial data efficiently.