I have large array of this type:

type TradeData =    
    {
        Timestamp:          DateTime
        Instrument:         Instrument
        Price:              decimal
        Quantity:           decimal
        Direction:          Direction
    }

We're talking about several gigabytes loaded every time during debugging. The data is stored on the disk in binary using FSPickler which is much faster than Json, but it still takes a long time to load. I sped it up by slicing the file into chunks of 1h and loading them in parallel, but we're still taking 15-20 seconds at the start of every debugging session.

What I would like to know is if I can put the data in an array, write the array as a binary blob. Then I'd load the blob and do something like:

myData = (TradeData *) pBinaryBlob

I'm not sure if this is doable under dotnet, or if each object really needs to be initialized independently.