Santa was a little early this year. He just dropped of the new server for LOBSTER. We will now install the updated system and transfer our database of raw messages to the new storage facility. The coming year will then begin with an extensive testing of the system.
Let me make the following comment on the power of the new machine:
When 256 GB of ram go to town on more than 15 TB of raw message, you can only expect great thingsā¦ At least when you are interested in limit order book data.