Millistream to reduce latency by 94% from FIX/FAST sources during 2017

/in /by

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

Affected marketplaces/sources:

  • 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.