We recently faced an interesting decision: what language should we use to rewrite our market data feed handler? Despite Rust's growing popularity in fintech and our own successful use of it in other systems, we chose C++.

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Databento chose C++ over Rust for rewriting their market data feed handler despite using Rust successfully elsewhere. The decision centered on three key friction points with Rust's ownership model: buffer reuse patterns conflicting with lifetime tracking, self-referential structs requiring workarounds, and less mature compile-time generics compared to C++ templates. While Rust offers superior safety guarantees and tooling, C++ provided more control over memory layout, better code reuse from existing systems, and greater team expertise for this specific low-latency, high-throughput use case processing 14 million messages per second.

Why we didn't rewrite our feed handler in Rust