Market data is the base of trading because every decision depends on live prices.

The best way to handle it is to let data flow in real time, instead of asking for it again and again. So the system keeps receiving updates from the market continuously.

Tools like Kafka help here by carrying the data smoothly from the market into the system without slowing things down.

After the data comes in, it is cleaned and made into a simple format so everything in the system can understand it easily like price, volume, and time.

Also, it is better to ignore unnecessary updates so the system only works on useful data.

In algo trading software development, the system should be able to handle fast market updates without missing anything when the market moves quickly.

This makes trading faster and more stable.