[ncmncm]

Use Lz4 where latency matters, Zstd if you can afford some CPU.

I have a server that spools off the entire New York stock and options market every day, plus Chicago futures, using Lz4. But when we copy to archive, we recompress it with Zstd, in parallel using all the cores that were tied up all day.

There is not much size benefit to more than compression level 3: I would never use more than 6. And, there's not much CPU benefit for less than 1, even though it will go into negative numbers; switch to Lz4 instead.