Market Data Distributor

Chronicle Market Data Distributor provides a generalised, low-latency distribution framework, for high-frequency data across multiple threads and processes, on a single host.

What is Market Data Distributor?

The primary application of the framework is the distribution of live market data across a number of consumer applications. A single writer supplies data to a number of concurrent consumer applications.

Market Data Distributor Features

Given the rate at which new market data arrives, as well as the importance of updates being received in a timely fashion, key features of the implementation include:

Low-latency, high-performance Java and C++ software

The writer (adding market data updates) is always able to make progress; consumers of the data do not block, or stall, the writer

Supports up to 63 concurrent consumers of data

Consumers always read the latest available data. If no new data is available, either the reader receives a null callback or optionally the previously read latest value. Consumers are not blocked by the writer

Low latency between the addition of new data, and the receipt by consumer applications

Resilient against any consuming processes that hangs and/or exits abnormally. The writer and other consumers continue to operate normally

Market Data Distributor Illustration

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