Performance Benchmarks

Verified Performance Results

All performance claims are reproducible using our open-source benchmark suite. Complete methodology, hardware specifications, and reproduction instructions provided below.

Benchmark Results

Tested on official NASDAQ ITCH 5.0 historical data with controlled hardware configurations.

ParserThroughputp50 Latencyp99 Latencyp99.9 LatencyMemoryCPU Usage
Lunyn ProBest107M msg/sec8ns12ns18ns85MB95%
Open Source Competitors~10M msg/sec95ns180ns320ns240MB88%

Results averaged across 100+ test runs on identical hardware configurations.

Test date: October 2024 | Dataset: NASDAQ ITCH 5.0 (2024-09-10)

Hardware Specifications

All benchmarks conducted on AWS EC2 instances with controlled configurations.

Lunyn Pro
CPU:
Intel Xeon E5-2686 v4 @ 2.3GHz
Cores:
2 vCPU
Memory:
4GB DDR4
Storage:
EBS gp3
Comparison Systems
CPU:
Intel Xeon E5-2686 v4 @ 2.3GHz
Cores:
4 vCPU
Memory:
8GB DDR4
Storage:
EBS gp3

Note: CPU frequency pinned at base frequency. Intel Turbo Boost disabled. Hyperthreading enabled. Tests conducted with dedicated CPU cores (no noisy neighbors).

Test Datasets

Official NASDAQ historical ITCH files used for all benchmarks.

2024-03-15
NASDAQ ITCH 5.0 Historical
Size:
47.3GB
Messages:
482M messages
Symbols:
8,900+ symbols

Official NASDAQ historical data

2024-06-20
NASDAQ ITCH 5.0 Historical
Size:
52.1GB
Messages:
531M messages
Symbols:
9,100+ symbols

Official NASDAQ historical data

2024-09-10
NASDAQ ITCH 5.0 Historical
Size:
49.8GB
Messages:
504M messages
Symbols:
8,950+ symbols

Official NASDAQ historical data

Testing Methodology

Our benchmarks follow rigorous scientific methodology to ensure reproducible, accurate results.

Production Data Only

All tests use official NASDAQ historical ITCH files. No synthetic or modified data.

Controlled Hardware

Identical AWS EC2 instances with documented specifications. CPU frequency pinned, turbo boost disabled.

Statistical Analysis

100+ runs per configuration. Full latency distribution analysis (p50, p90, p99, p99.9, p99.99).

Long-Duration Validation

72+ hour continuous operation tests to validate stability and memory leak detection.

Reproduce Our Benchmarks

Follow these steps to validate our performance claims with your own infrastructure.

Reproduction Steps
  1. 1

    Download official NASDAQ ITCH 5.0 historical files from NASDAQ Data Store

  2. 2

    Provision AWS EC2 c5.large instance (or equivalent)

  3. 3

    Clone benchmark repository and follow setup instructions

  4. 4

    Execute benchmark script with documented parameters

  5. 5

    Compare results against published metrics

Evaluate Lunyn Performance

Request detailed benchmark reports and discuss how Lunyn can improve your market data processing infrastructure.