Hudson River Trading

Intern Spotlight: 2025 Software Engineering Summer Projects

Aug 24, 2026ndepalo
Intern Spotlight: 2025 Software Engineering Summer Projects
SummaryAI, from the source post

This post details the addition of compression support to SmallGrid's DenseColumnarTable. It introduces the trade-offs between compression ratio and CPU overhead for algorithms like LZ4 and Deflate. A key technical contribution is the implementation of variable-size column packing, which groups values by column and uses minimal length tags to reduce per-cell metadata overhead and improve compression ratios. This packing also reduces total message count by aggregating updates and simplifies consumer-side decoding by using explicit null bitmasks. Benchmarks demonstrate significant improvements in both data size and CPU time.

More from the SmallGrid Real-time Data Publishing trail