About Performance Lab
The EPAM B2BITS Performance Lab addresses the market demand for
high performance FIX connectivity solutions. It aids clients in
comparing performance characteristics of FIX software from various
vendors, including open source. Results of benchmark tests for the
latest versions of the FIX Antenna and FIXEdge can be found
here.
'Upgrade FIX engine'
program is available for new clients.
FIX
Antenna is equipped with a built-in statistics collector
to fine-tune software in the target environment.
Product
Version
OS
Testing Date
Test Results
FIX Antenna C++ 2.27.1
Linux
Jan 30, 2020
FIX Antenna C++ in high-performance
stack 2.11
Linux
Jul 24, 2012
FIX Antenna HFT 1.0.7
Linux
Apr 20, 2017
FIX Antenna QF Adaptor 1.0.1
Windows 7
Jan 19, 2011
FIX Antenna Java 2.17.0
Linux
Oct 18, 2017
FIX Antenna Java vs QuickFIX/j
1.6.3 2.15.27
Linux
July, 2017
FIX Antenna .NET Core 0.9.2
Linux
Aug 12, 2020
FIXEdge 6.5.0
Linux
Mar 27, 2018
CME MDP Handler 4.4.2
Linux
Apr 1, 2015
FAST Antenna
Codec 2.7.0.1
Windows 7
Sep 20, 2011
Linux
Sep 21, 2011
Latency & Throughput
Latency and throughput optimization is a challenging task
especially when we operate under 100 µs (microseconds). The product
needs to combine low latency and high throughput characteristics.
We believe that FIX libraries should be tuned to optimally address
the specific trading requirements. FIX Antenna has several modes of
operation to achieve either maximum throughput or the lowest
latency, or operate in a balanced mode (throughput vs. latency).The
tests presented here are performed on standard OS installations.
However, we highly recommend tuning the OS and TCP/stack to achieve
maximum performance.
The application sends a preset number of FIX messages to the
socket, while the receiving application reads FIX messages from the
socket. Latency for each message is calculated as time between the
message requested to be sent and the message appearing in the
network.
FIX protocol version: 4.2
FIX messages used in the
test:
New Order - Single (MsgType = D) Length of the fix messages: 174
bytes
Message: order.msg
Number of runs: 3
Number of experiments in
single run: 100,000
Throughput is the amount of data transferred from one place to
another or processed within a specified period of time. FIX Antenna
throughput is the number of messages transferred from sender to
receiver per second. It is calculated as the number of sent
messages divided by the delta between the first and the last
message receipt time.
FIX protocol version: 4.2
FIX messages used in the
test:
New Order - Single (MsgType = D) Length of the fix messages: 174
bytes
Message: order.msg
Number of runs: 3
Number of experiments in
single run: 1,000,000