1 August 2012
B2BITS FIX Antenna® C++ demonstrates unparalleled 6 microseconds latency on tick to trade tests
Newtown, PA - August 1st, 2012 - B2BITS, EPAM Systems' Capital
Markets Competency Center continues efforts to optimize latency of
FIX protocol communication functions on the high performance
solution stack created by the consortium of leading IT vendors.
The consortium - led by OnX Enterprise Solutions made the
reference hardware and software stack available for continuous
testing. Tests were conducted in cooperation with Intel's fasterLAB
in the UK.
Using the platform based on 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) and
FIX Antenna® C++ v2.11 we demonstrated solid 6 microseconds latency
across multiple tests in 99% observations with minimum latency 4.8
microseconds. The accurate time measurement was supported by
Endace™ network monitor card. The observed 6 microsecond 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 results reported in February 2012 were improved by 40%. The
improvements were achieved by tuning the interface of FIX engine to
Solarflare™ NIC and enhancing critical parts of the FIX Antenna C++
2.11 code. Special efforts were made to minimize the interruptions
caused by non-real time operating system on multi core CPU
architecture.
Compared with open source QuickFIX/C the FIX Antenna® C++
demonstrated a 45 times better 99th percentile latency
with the actual result of 6.1 microseconds as opposed to 275.0
microseconds, and MEAN latency value of 5.7 microseconds as opposed
to 56 microseconds.
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.
The performance demonstrated by FIX Antenna® C++ should satisfy
most of the DMA and HFT clients operating this or similar hardware
and OS stack.
Full report of test scenarios and results of FIX Antenna® C++
testing you can find here or
contact B2BITS at sales@b2bits.com
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