[concurrency-interest] Concurrent indexed queue

Rohit Reja rreja2000 at yahoo.com
Wed Aug 24 10:58:27 EDT 2011


I am working on a project where I need advise on designing following functionality.

Producer threads read quotes on a set of instruments (5000 instruments) from a message bus 
Which needs to be routed to a downstream system which can consume messages at a slower rate 
Than producers are producing messages. The catch is that only the latest quotes need to be published
To the downstream system. So we can miss out on stale quotes. So essentially we dont need to slow down the producers as the event queue is bounded by the number of instruments.

I want to keep the design flexible as to allow multiple producers and multiple consumers. 
So in short I need a concurrent indexed queue where i can update the entries in place. This is a latency sensitive application so we would want latency to be as low as possible. 

Please advise me for suitable data structures that can be of use.

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