Show Table of Contents

Chronicle Market Data Distributor

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

Its primary purpose is to deliver live market data efficiently to multiple consumer applications. A single writer supplies data updates to several concurrent consumers.

Key features of the implementation include:

  • The writer, responsible for adding market data updates, is never blocked or stalled by consumer applications. This ensures continuous progress and reliable data flow.

  • Supports up to 63 concurrent data consumers.

  • Consumers always access the latest available data. If no new data is present, the reader receives either a null callback or, optionally, the most recently read value. Consumers operate independently and do not block the writer.

  • Minimal latency between the arrival of new data and its receipt by consumer applications.

  • Resilience against consumer processes that hang or exit abnormally. The writer and other consumers continue to operate without interruption