Trading System Innovation and Trivially Copyable Objects

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What’s in a trading system? Trading systems are complex beasts. They’ve got to be functionally rich, enabling traders to execute a range of order types and trading strategies, across multiple asset classes. They’ve also got to deliver extremely high-performance end-to-end latency and throughput, so that those traders can rapidly access market data and trading venues.…

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Big Data and Chronicle Queue

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By Peter Lawrey December 2020 The Big Question How is Chronicle Queue being used for Big Data solutions in Java, and how does it work under the covers? What is Chronicle Queue? Chronicle Queue is a persisted journal of messages which supports concurrent writers and readers even across multiple JVMs on the same machine. Every…

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Developing Low Latency Trading Systems with Chronicle Microservices

Peter Lawrey 14th April 2021 Introduction to Chronicle Services Traditionally, low latency trading systems were developed as monolithic applications in low level languages such as C++. While these systems delivered the required performance, the development effort was extremely time consuming, and the complexity of the software made it difficult to adapt existing applications to changing…

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Chronicle Software for use in AI

Chronicle Queue is a persisted low-latency messaging framework for high performance and critical applications. Designed to be a “record everything store” Chronicle Queue provides sub-microsecond real-time latency supporting even the most demanding applications. It can be used in any application where the recording, distribution, analysis, or processing of information is a concern these characteristics make…

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Building a Neural Network with Chronicle Services

Overview Deep learning has become a prominent practice in the FinTech industry to supervise and/or automate critical decisions. More specifically, neural networks can e.g. be utilized to automate stock trading and characterize and detect fraudulent transactions. This demonstration shows how to build a neural network using Chronicle Services where we let each service represent a…

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Common Mistakes in Benchmarking Low Latency Software and Why You Should Consider Trivially Copyable Objects

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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…

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Interview with Trading Tech Insight about Kdb+ integration

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11th February 2021 London-based low-latency technology specialist Chronicle Software has developed an off-the-shelf integration between its Chronicle Queue messaging framework and KX’s kdb+ high-performance database in partnership with consultancy firm AquaQ. According to Chronicle CEO Peter Lawrey, over 80% of the Top 100 banks Globally use the company’s Enterprise or Open Source products. Many of…

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Chronicle Update

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8th Feb 2021 We have just closed the books for the last financial year which proved to be overall a very successful year for Chronicle, we signed up several new clients globally and were particularly successful in Asia securing an FX Trading platform for a major regional bank and a global FIX contract with a…

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Chronicle Software integrates Chronicle Queue with kdb+

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Chronicle Software integrates Chronicle Queue with kdb+ Delivering high speed trading solution in partnership with AquaQ London, Belfast, Singapore, Melbourne – 05 February 2021 – Chronicle Software (Chronicle), a specialist provider of low-latency technology solutions for the financial services industry, announced the integration of their latency-optimised messaging framework Chronicle Queue with the high-performance database kdb+. Chronicle has completed the…

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