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
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
Order Book API	0.15	2.40	1.53	5.63	10.66