Chronicle Overview
Chronicle Software provides tools to help with the full life-cycle of the trade across multiple asset classes
Chronicle FIX/ITCH Engine - Low latency FIX engine in Java for versions 4.0 to 5.0 SP2 that now has added ITCH capability, can parse and generate messages within 1 microsecond.
Chronicle Microservices Framework (CMF) is the foundation of our Pricer, Hedger, Position Keeper, Market Gateway and Algo container. Using the CMF, these Microservices are interconnected using single dedicated threads with all messages recorded providing a low latency audit trail. CMF provides clients with the ability to simply utilize their own custom algos giving both control and flexibility.
Chronicle Map (CM) is a key-value store sharing persisted memory between processes, either on the same server or across networks. CM is designed to store the data off-heap, which means it minimizes the heap usage and garbage collection allowing the data to be stored with sub-microsecond latency. CM is structured key-value store able to support exceptionally high updates and high throughput data e.g. OPRA Market Data with minimum configuration.
Chronicle Queue (CQ) persists every event and message, recording these in a memory mapped file. Messages can be written concurrently in the same machine or across a network which ensures no messages are ever lost. CQ can serialize, write, read and deserialize realistic business messages in around two microseconds. This ensures our clients have a low latency complete picture of their trading strategy.
"Datagrid" Chronicle Datagrid (CE) is a high performance, low latency access gateway, it is used to control manage access to your data and your services across a number of machines. CE can handle millions of events per second with latencies of around one microsecond on a single machine. CE allows you to install and configure your own business rules and can be used in a variety of ways:
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Provides a unified view of the state of your trading systems which abstracted away from how the data is actually stored.
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CE can access cached data at “in memory speeds” while keeping a copy on disk, removing your database from the critical path for reads and writes are spooled to your database as fast as it allows.
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GUI can share larger faster datasets, CE allows throttling of rates of updates making certain that your client only receives the latest updates out of the millions per second received by the server. Off-heap storage allows clients to scroll through millions of rows with no noticeable pauses.
Tools
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Review : The YourKit java profiler can help you optomize your java code, it displays a real-time display of CPU and memory usage. Another tab shows time spent in the garbage collector, how many collections have taken place recently. You can force a garbage collection to take place to watch the effect on performance. Other tabs provide info on the number of running threads and the number of classes loaded. YourKit also allows you to take a snapshot of the running process; this is automatically saved and can be subsequently reopened for comparative purposes. Within the snapshot, you can view a hotspot listing, showing the methods where the application spent most of its time. You can also see a call tree - either merged or arranged by individual thread - and view back traces of individual methods showing where they were called from.