CME MDP Handler

Latency depends on multiple factors:

  • Hardware setup (CPU arch, CPU speed, cache size, memory speed)
  • OS setup (compiler/runtime version, Thread binding, CPU isolation)
  • Average packet size
  • Average message rate
  • Number of instruments

Used Test Environment:

  • Intel Core i7-3770K @ 3.5GHz
  • Linux CentOS 6.0, 64-bit, GCC 4.4.7
  • Production data (channel 318, 319)
  • Market data update and update end events latency measured, from socket to Message API / OrderBook API callback calls
  • All instruments subscribed
  • B feeds disabled (as if co-location)

Test Results 

Equity Futures, Channel 318, 173 Instruments, Avg packet size 80 bytes 


 

Minimum, μs

Average, μs

Median (50%), μs

90%, μs

99%, μs

Distribution

Message API

0.12

0.27

0.23

0.26

2.01

MDP30_318 

Order Book API

0.16

0.40

0.34

0.55

2.42

 

Equity Options, Channel 319, 26904 Instruments, Avg packet size 310 bytes 


 

Minimum, μs

Average, μs

Median (50%), μs

90%, μs

99%, μs

Distribution

Message API

0.13

1.48

0.94

3.29

7.27

MDP30_319 

Order Book API

0.15

2.40

1.53

5.63

10.66