Jesse Eisenberg memorized the entire script before recording started. This was confirmed by him and Kim Nguyen at the Toronto International Film Festival. Nguyen also confirmed that the story was fictional but that it reflects advances in trading technology.
Not all fiction - partly based on Michael Lewis' book "Flash Boys: A Wall Street Revolt", based on high frequency trading (HFT) and a real line built for the exact purpose portrayed in the movie. Michael Lewis is also responsible for The Big Short (2015), Moneyball (2011) and The Blind Side (2009).
Kaniehtiio Horn (Barbara Lehman) has worked with Alexander Skarsgård's (Anton Zaleski) brother, Bill Skarsgård in the TV show Hemlock Grove (2013). They played Destiny Rumancek and Roman Godfrey respectively.