Low Latency Best Practices

The given topic uncovers how to configure the Handler to achieve maximal performance characteristics and lowest processing latency.

Disable logging

Please use this code snippet to disable all logging operations:

// Disable logging
settings.logLevel = LogLevel::Disabled;

Turning Up Working Threads

Market data processing is done asynchronously by using working threads. Under normal conditions, threads may be executed on any processor available in the system. That may have a negative influence on overall performance due to unnecessary thread context switching.

In addition to the ability to manipulate thread affinity for working threads of the Feed Engine, it also provides a set of events triggered by working threads at the beginning of processing and before ending the processing loop. See Feed Engine Events for more information.