Ultra-Fast Market Data Processing

Parse NASDAQ ITCH data at 107 million messages per second. Reduce backtest times from days to hours. Built in Rust for institutional trading infrastructure.

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107M msg/sec

Throughput

9ns

Latency

10x faster

vs. Alternatives

Production-tested

Your Trading Research Is Bottlenecked by Slow Data Processing

Backtests Take Days

Running strategy backtests on historical ITCH data takes 24-48 hours with existing parsers. Your quants wait while opportunities pass.

Expensive Infrastructure

You've scaled hardware to compensate for slow parsing. More servers, higher costs, same bottleneck.

Limited Research Capacity

Your team can only test 10-15 strategies per year. Most ideas never get validated because parsing is too slow.

10x Faster Parsing, Same Data, Zero Compromises

Lunyn processes NASDAQ ITCH 5.0 data at 107 million messages per second on commodity hardware.

Reduce 40-hour backtests to 4 hours
Run 10x more strategy tests per year
Cut infrastructure costs by eliminating scaling workarounds
Same accuracy, same data, radically faster execution

Built in Rust with zero-copy parsing, SIMD optimizations, and lock-free concurrency. Production-tested on 500GB+ real ITCH feeds.

Benchmark Comparison (Real NASDAQ Data)

Parser	Throughput	Latency	Hardware
Lunyn Pro	107M msg/sec	9ns	2 vCPU, 4GB RAM
Open Source Competitors	~10M msg/sec	125ns	4 vCPU, 8GB RAM

Reproduce Our Benchmarks

Built for Quantitative Trading Operations

Strategy Backtesting

Process years of historical order book data in hours, not days. Test more strategies, iterate faster, identify alpha before competitors.

Typical customer result: Reduced backtest time from 36 hours to 3.5 hours.

Real-Time Order Book Reconstruction

Reconstruct full depth-of-book state with nanosecond-level latency for live trading strategies that depend on order flow.

Typical customer result: Handles peak NASDAQ message rates (500K+ msg/sec) with deterministic latency.

Market Microstructure Research

Analyze complete order flow without sampling artifacts. Full message-level access for academic research and proprietary analysis.

Typical customer result: Processed 2TB of ITCH data in 8 hours for research publication.

Market Data Infrastructure

Normalize and enrich ITCH feeds for downstream analytics, compliance, and reporting systems with enterprise-grade reliability.

Typical customer result: Unified data pipeline reduced infrastructure complexity by 60%.

Architecture Designed for Speed

Zero-Copy Parsing

Operates directly on ingested buffers, eliminating memory allocation overhead that compounds at high message rates.

SIMD Vectorization

AVX2 instructions process multiple data elements simultaneously, maximizing CPU pipeline utilization.

Lock-Free Concurrency

Wait-free data structures enable parallel processing without synchronization bottlenecks.

Cache Optimization

Memory layouts aligned to cache boundaries with predictable access patterns minimize latency.

Technical Documentation

Verified Performance

All performance claims are reproducible using our open-source benchmark suite.

Testing methodology includes:

Official NASDAQ historical ITCH files (production data, not synthetic)
Controlled hardware environments with documented specifications
Statistical analysis of latency distributions across all message types
Long-duration stability validation (72+ hour continuous operation)

Our open-source version (8M msg/sec) is available on GitHub for evaluation.

View Benchmark Methodology GitHub Repository

Start Evaluating Today

Evaluate Our Approach

Download the open-source version (8M msg/sec) and verify performance claims with your own data.

GitHub Repository

Production Deployment

Schedule a technical consultation to discuss your infrastructure requirements and evaluation timeline.

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