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 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 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 updates)
  • Full real-life simulation: listen feeds, fill gaps, etc.

FIX Antenna provides full functionality to process CME incremental feeds, supports market data recovery, instrument-based recovery, redundant feeds. FIX Antenna 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 sales@b2bits.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 2000 corporations.


Previous news | Next