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CME FIX/FAST Market Data Adaptor
Common Test Environment
- OS: Windows 7, x64
- Compiler: MS Visual Studio 2008
- Version: FIX Antenna C++ 2.5.1.0
- Test execution date: Jan 14, 2011
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- CPU: AMD Phenom II X4 3.0 GHz
- RAM: 8Gb
- Hard drive: SAMSUNG HD103SI
- NIC: Myri 10G-PCIE2-8B2-2S
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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
updates)
- Full real-life simulation: listen feeds, fill gaps, etc.
Test Results
| Sockets API |
Myricom DBL |
Latency Distribution |
- Min latency (µs): 35
- Max latency (µs): 214
- Average latency (µs): 38
- Median (µs): 37
- Number of messages: 1,000,000
- Standard deviation(µs): 2.85
- Values distribution:
- [35 µs; 41 µs] : 94.40%
- [35 µs; 44 µs] : 98.12%
- [35 µs; 47 µs] : 98.76%
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- Min latency (µs): 4
- Max latency (µs): 194
- Average latency (µs): 10
- Median (µs): 9
- Number of messages: 1,000,000
- Standard deviation(µs): 2.18
- Values distribution:
- [8 µs; 12 µs] : 95.57%
- [6 µs; 14 µs] : 97.88%
- [4 µs; 17 µs] : 99.28%
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View the complete
measurement results.
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