Code changed as per Viktors recommendations

PullApplicationActorLess.scala

object PullApplicationActorLess extends App {

  var context: ZMQ.Context = null
  var pullSocket: ZMQ.Socket = null

  context = ZMQ.context(5)
  pullSocket = context.socket(ZMQ.PULL)
  pullSocket.connect("tcp://127.0.0.1:5555")

  println("Starting consumer ...")


  while (true) {

    val request = pullSocket.recv(0)
    val requestString = new String(request)
    println(System.currentTimeMillis())
  }

}

PushApplicationActorLess.scala

object PushApplicationActorLess extends App {
  val TOTAL_MESSAGES = 1000000
  val xmlString = XML.load("src/test/resources/benchmarks/message/message-one-s1.xml").toString.getBytes

  var context: ZMQ.Context = null
  var pushSocket: ZMQ.Socket = null

  context = ZMQ.context(5)
  pushSocket = context.socket(ZMQ.PUSH)
  pushSocket.bind("tcp://127.0.0.1:5555")
  Thread.sleep(10)

  val startTime = System.currentTimeMillis
  println("Start time - " + startTime)
  var i = 0
  while (i < TOTAL_MESSAGES) {
    pushSocket.send(xmlString, 0)
    i += 1
  }
  val endTime = System.currentTimeMillis

  println("Publisher elapsed time " + (endTime - startTime))

}