Asynchronous processing of messages that are received from multiple servers is disclosed. An example method may include transmitting, by a computer system, a search request to a plurality of search peers of a data aggregation and analysis system. The method may further include receiving a plurality of sub-application layer protocol packets from the plurality of search peers. The method may further include parsing, by a first processing thread of the computer system, one or more sub-application layer protocol packets of the plurality of sub-application layer protocol packets, to produce an application layer message representing a partial response to the search request. The method may further include processing, by a second processing thread of the computer system, the application layer message to produce a memory data structure representing an aggregated response to the search request.