Chronicle Update June 2020

Commercial Update

At Chronicle we continue to release new products that have been derived from customer led initiatives, two of our latest product initiatives are improved adaptors for our Chronicle FIX engine. In conjunction with a major global FX bank we have developed adaptors for both EBS Live Ultra and Refinitiv SBE, both these feeds are low latency, data rich feeds that are now able to be handled by Chronicle FIX.

The main features of the adaptors
• Full support for EBS/TR’s spec and multiple data formats
• Ability to listen to two streams simultaneously or fail between streams
• Simple programming mode, able to easily integrate with Chronicle Microservices etc.
• Flexible programming model, can run standalone or integrated in your codebase
• Operational and developer support tooling

Technical Update

One of the main features of Chronicle Queue Enterprise is the ability to replicate Queues across a network, the main use case for this is to ensure high availability for client applications. The replication can be run in either Asynchronous or Synchronous mode.
The benchmark graph below was run in Synchronous mode and benchmarks timings for messages are sent from one queue via TCP/IP to another replicated queue with acknowledgement of each message before a new one is sent.

The graph below illustrates that even at 99.99% and including network latency twice we were still able to achieve sub 25 microsecond latency

Test results from a consumer-grade desktop (Intel® Core™ i7-7820X CPU @ 3.60GHz, Centos 7.5) without any optimizations, at 100k/s and a message payload of 12 bytes.

The benchmark for Asynchronous messaging across a network can be found in the Benchmark section of the website under the Use Case drop down

Andrew Twigg

Featured Products

Trading

Chronicle
FIX

The fastest Java FIX Engine on the market with microseconds latency. Trusted by top-tier banks and funds with thousands of deployed sessions globally.

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Data Processing

Chronicle Queue Enterprise

Persisted messaging framework that handles massive throughput. Delivers superior control of outliers, and replicates easily across hosts.

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