What Commuters Can Learn From Market Data

First, anyone who's traveled through New York's Penn Station in rush hour will know the crowding and chaos that I encountered on my way to Newark Liberty airport-thousands of people each minute tripping over each other on the way to their destinations.

Why is that a problem? Because that information is stored at the individual rather than the collective level. Imagine if the destination for each piece of market data was carried within that individual piece of data-chaos and overcrowding. Fort

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