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 link arrow icon
FIX Antenna C++ in high-performance stack 2.11 Linux Jul 24, 2012 link arrow icon
FIX Antenna HFT 1.0.7 Linux Apr 20, 2017 link arrow icon
FIX Antenna Java 2.20.0 Linux Mar 04, 2019 link arrow icon
FIX Antenna Java vs QuickFIX/j 1.6.3 2.15.27 Linux July, 2017 link arrow icon
FIX Antenna .NET Core 0.9.2 Linux Aug 12, 2020 link arrow icon
FIXEdge 6.5.0 Linux Mar 27, 2018 link arrow icon
FIXEdge Java 1.9.0 Linux Nov 12, 2021 link arrow icon
CME MDP Handler 4.4.2 Linux Apr 1, 2015 link arrow icon
FAST Antenna Codec 2.7.0.1 Windows 7 Sep 20, 2011 link arrow icon
Linux Sep 21, 2011 link arrow icon

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.

Latency Test

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.

B2BITS performance Lab. Latency test
  • 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 Test

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.

B2BITS performance Lab. Throughput Test
  • 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