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25 January 2011
B2BITS announces latency measurements results
Newtown, PA - January 25, 2011 - B2BITS®, EPAM
Systems' Capital Markets Competency Center providing technology
for FIX connectivity, has released latency measurements
results for FIX Antenna HFT
for processing CME FAST market data using the Myricom card. The
test was performed on commodity single CPU machine using Myri
10G-PCIE2-8B2-2S, "Gen 2" (5 GT/s)
PCI-Express x8 NICs with two SFP+ network ports.
Myricom's 10Gb Ethernet NICs deliver wire-speed performance, with
drivers available for Linux and Windows. FIX Antenna HFT accesses
data via DBL™ (Datagram Bypass Layer), which is specifically
designed to provide unmatched communication acceleration.
Full measurement results and comparison can be found
here. 95.5% of latency results are under 12.2usec for DBL
(Myricom) vs. 40.9usec for standard socket (10GB Ethernet card) and
99.3% of latency results lay under 16.5usec for DBL (Myricom) vs.
46.6usec for standard socket (10GB Ethernet card). Measurement
scenario included: receiving UDP packets, decoding FAST message,
converting FAST to FIX message and updating instrument data.
Measurement was performed on the following data:
- CME channel: #7 ("Futures")
- Volume: 150Mb
- Number of messages: 3,000,000
- Number of MD Entries: 5,000,000 (both snapshots and
- Full real-life simulation: listen feeds, fill gaps, etc.
FIX Antenna HFT provides full functionality to process CME
incremental feeds, supports market data recovery, instrument-based
recovery, redundant feeds. FIX Antenna HFT is responsible for
discarding duplicates, message ordering and gap filling providing
to the end user full consistent stream of market data
For questions, please contact us at email@example.com or +1 (888)
378-0666 (USA), +44 (207) 758-9830 (UK).
About EPAM Systems
B2BITS®, EPAM Systems Capital Markets Competency Center,
delivers solutions that cover trading and operations in all asset
classes including Equities, FX, Options, and Fixed Income. The
Center's reusable frameworks and components include OMS, matching
engines, market data feeds adapters, exchange gateways, and
electronic payment services utilized in many trading firms, banks,
brokerage and clearing houses, as well as exchanges. B2BITS® is a
registered trademark of B2BITS, EPAM Systems company.
Established in 1993, EPAM Systems, Inc. is the leading global
software engineering and IT consulting provider with delivery
centers throughout Central and Eastern Europe. Headquartered in the
United States, EPAM provides services to the clients worldwide
utilizing global delivery model through its client facing
operations in North America, UK, Germany, and Sweden, together with
4,500 professionals deployed across delivery centers in Russia,
Belarus, Hungary, Kazakhstan, and Ukraine. EPAM's core competencies
include complex software product engineering for leading global
software and technology vendors, as well as development, testing,
maintenance, and support of mission critical business applications
and vertically oriented IT consulting services for global Fortune
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