During 2017, Millistream will put our new proprietary FIX/FAST engine into production, replacing our 6 year old ageing FIX/FAST engine. With this new version comes a massive increase in message throughput (+1606%) and decrease in per message decoding latency (-94%). Changes in how data is presented to the application makes for less complex feed-handlers yielding further performance improvements as well as shorter time to market for future FIX/FAST sources.
Performance numbers (measured on a i5-4670K @ 3.4Ghz):
- decodes 8+ million messages per second per CPU core
- decoding latency per message 115ns
- Nordic Growth Market (marketplace #29929)
- Nordic Derivatives Exchange (marketplace #29933)
- Nordic MTF (marketplace #29930)
- Oslo Børs – Fixed Income (marketplace #39890)
- Oslo ABM (marketplace #33668)
- Oslo Børs – Indexes (marketplace #39890)
- Oslo Axess – Indexes (marketplace #33187)
- Oslo Børs – News (newsref #8199)
Due to structural differences the new engine is not a drop-in replacement for the old engine so all our FIX/FAST feed-handlers have to be rewritten which is the reason why the new version will not be put into production until some time next year.