About Performance Lab

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 latest versions of the FIX Antenna and FIXEdge are here.

'Upgrade FIX engine' program is available for new clients.

FIX Antenna is equipped with built-in statistic collector to fine-tune software in the target environment. 

Product Version OS Testing Date Test Results
FIX Antenna C++ 2.26.0 Linux Mar 28, 2019
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
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) time. 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 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.

latency and throughput
  • 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 a number of message 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.

latency and throughput
  • 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