relevant to low-latency market data.
- raw array is “lean and mean” — the most memory efficient; vector is very close, but we need to avoid reallocation
- std::array is less popular but should offer similar performance to vector
- all other containers are slower, with bigger footprint
- For high-performance, avoid container of node/pointer — Cache affinity loves contiguous memory. After accessing 1st element, then accessing 2nd element is likely a cache-hit
- set/map, linked list suffer the same