Blogs

24th February 2021 Overview A common mistake in micro-benchmarking is to use performance tests that are wildly optimistic. Most benchmarking tools focus on throughput performance and report an average latency. However, when the same code is run in production, results can be dramatically worse. A problem with benchmarking using average latency is that it does…

In this blog post, we are going to focus on microservices – what they are, what benefits they can provide for your organisation, and how they can not only provide immediate improvements in trading system performance, but also help future-proof trading systems when it comes to technology evolution and adaptation (such as cloud migrations). Microservices…

October 22, 2020 Kevin FarnhamTechnology writer and software engineer focused on high-performance low-latency big-data Java, Python, C/C++ programming. About 7 years ago, I attended a session given by Java Champion Peter Lawrey, leader of Chronicle Software, at a JavaOne conference. Since most of my prior development work in the realm of low-latency high-performance was C/C++…

Institutional investment in cryptocurrencies is on the rise. A recent survey from Fidelity Digital Assets[1], encompassed a range of nearly 900 investors spanning crypto hedge and venture funds, traditional hedge funds, endowments and foundations, financial advisors, family offices and high net worth individuals, and found that:   36% of institutional investors surveyed currently invest in…

By Peter Lawrey “Unprecedented” is the much-overused adjective used to describe our current lockdown situation, in almost every blog, article, or feature on the current global COVID-19 pandemic published these days. And yet, these are truly unprecedented times. We’ve seen our society go into lockdown, rapidly transitioned to social distancing and working at home (often…

60% faster TCP/IP within Java One of the major drivers at Chronicle Software is the constant push to remove latency from technology stack , this involves constant analysis and work on all aspects that can add latency. One area we have recently been concentrating on is optimizing the Chronicle network latency that underpins Chronicle Queue…

One of the major benefits with using any Chronicle product is that we aim for almost Zero Garbage Collection (GC) there are several benefits to reducing Garbage:- Pausing for Garbage Collection happens less often. Creating fewer objects, reduces the overhead of allocating and clearing the object in the first place. An indirect benefit comes from…

By Peter Lawrey, CEO at Chronicle Software. Regulated trading systems need to record the reasons behind every decision they make with minimal impact on performance. Chronicle Software has worked with investment banks and hedge funds to deliver trading services with a record everything model and low microsecond latencies. Today’s more stringent regulatory environment is placing…

By Peter Lawrey, CEO at Chronicle Software. Regulations like MiFID II and the Market Abuse Regulation (MAR) in Europe, and Dodd Frank in the US, have raised the bar with respect to trade surveillance as regulators seek to boost transparency and investor protections across the board. This has created the need for financial institutions to…

Overview The FIX Trading Community web site has posted a list of common questions about FIX Engines. This page brings together our answers for these questions. For more details on Chronicle FIX Capabilities/throughput Chronicle FIX supports; 100,000 messages per second per core. (NewOrderSingle / ExecutionReport sized messages) FIX Services which need to have a 30 micro-seconds tick…