More precisely, this was SBCL/ANSI C application where most of the application was implemented in Common Lisp, some OS / low level stuff was written in ANSI C and same things were written in Lisp to compile to machine code and inserted into "C world".
There would be no Common Lisp virtual machine on the critical, low latency path. Instead, the high level code would be used to configure and construct the low lever path. For example, I would have a bunch of Lisp code to create decision trees, then get them simplified and compiled to machine code, then machine code would be inserted into the path of oncoming market data.
Or Common Lisp code would be used to take a bunch of XML files with descriptions of binary messages in XDP format, but then those macros would be used to generate efficient machine code for parsing and serialising messages. I actually stole this idea wholesale from fantastic book Practical Common Lisp (thank you Peter Seibel!)
SBCL was wonderful to work and tinker with. Love cffi and vops and the macros that bring it all together.
The sad part is that it was impossible to get anybody else working on it and I had to rewrite it in Java (and destroy performance in the process).
Such is the curse of Lisp, unfortunately. And polyglot programming is not really for large corporations. It is hard enough to find people good at one specific programming language, it is almost impossible to find somebody who will be good at both extremely low level (like understand what the CPU does when it gets an instruction) as well as the highest level (complex abstractions with Lisp macros, etc.) for a project where pretty much everything is custom.