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B2BITS FIX Antenna® C++ Testing in High-Performance Solution Stack
High-performance Solution Stack Overview
A consortium of leading IT vendors was formed to create
demonstrable high performance solution stacks to address common
business requirements in financial trading. A series of tests were
undertaken at Intel fasterLab facility in UK that demonstrate the
value of commercial software (versus open source) and use of
specialist technologies in a low latency infrastructure.
"OnX Enterprise Solutions Ltd is leading a consortium whose
charter members include Intel, Dell, Arista Networks and Solarflare
Communications, with additional services provided by Edge
Technology Group, GreySpark Partners and Equinix. The foundation
objective is to create transparent comparative performance
statistics for key functions along the trading life cycles using
business workloads - FIX being used on a number of legs of the
typical trade life cycle."*
The following platform was used in these tests: Intel® Xeon®
processor X5698 (dual-core), clocked at 4.4 GHz with Solarflare
SFN5122-F 10G NIC OpenOnload kernel bypass, Red Hat Enterprise
Linux (RHEL 6.0).
Test Harness Overview
"The diagram below illustrates the test harness with its
simulated market data and execution venue.
The benchmark process was repeated as part of 3 different test
cycles covering short to extended duration periods. Each set of
benchmark cycles was repeated 3 times, in order to establish mean
latency figures of the FIX engines. The 3 intended test cycles
- Burst test - where 50,000 market data messages per second were
generated by the market data simulator for a period of 5
- Sustained test - where market data message rates were increased
from 10,000 to 100,000 per second, by 10,000 every 4 minutes, for a
total of 40 minutes.
- Extended sustained test - where market data rates were
increased from 10,000 to 50,000 per second, by 10,000 every 10
minutes, and then held at 50,000 for a total time of 4
The latency was measured as the time span between two correlated
events on the wire: an inbound FIX market data message packet and
the resulting outbound FIX order message packet.
The accurate time measurement was supported by Endace™ network
B2BITS FIX Antenna® C++ v2.11 Test Results
The "tick to trade" latency results for FIX Antenna® C++ are
presented in the table below. Tick-to-trade is measured as time
between two correlated TCP packets on the wire: an incoming 'X'
Incremental Market Data Refresh and an outgoing 'D' New Single
Comparison with open source QuickFIX/C
||FIX Antenna® C++ v2.11
View larger image
The graph above shows the latency of the workload completion
over a 60 microsecond range, comparing open source against the
B2BITS FIX Antenna® C++ engine.
* Information source
"Report: High Performance Trading - FIX Messaging Testing for Low