How does LINQ behave when used in high-frequency financial tick processing?

LINQ introduces latency and allocations that make it unsuitable for ultra-low-latency tick processing.

Financial tick systems require microsecond-level processing. LINQ introduces iterator overhead, delegate invocation, and garbage collection pressure. These overheads are unacceptable in trading systems where deterministic latency is critical. Instead, low-level arrays and span-based processing are preferred.