Description
Common Test Environment
OS: Windows 7, x64
Compiler: MS Visual Studio 2010
Version: FIX Antenna FAST Codec C++ 2.7.0.1
Test execution date: Sep 20, 2011
CPU: Inter(R) Core(TM) i5 CPU 650 @ 3.20 GHz 3.33 GHz
RAM: 4Gb
Hard drive: Hitachi HDS721032CLA362 ATA
Measurement scenario included:
Encoding measurement scenario includes: creating a binary FAST
stream from an array of object FIX messages .
Decoding measurement scenario includes: creating a FIX message from binary FAST data
Test Results
CME FIX/FAST
Decoder
FAST Antenna
QuickFIX©*
Open Fast©**
Decoder Time
(usec) 12,184,237
31,401,760
298,699,036
Decoder
Messages/second 82,073
31,845
3,347
Decoder
usec/Message 12.184
31.401
298.699
Decoder
Entries/second 805,383
312497
32852
Decoder
usec/Entry 1.241
3.200
30.439
Decoder
Fields/second 9,427,791
3,658,089
384,569
Decoder
usec/Field 0.106
0.273
2.600
Encoder
FAST Antenna
QuickFIX©*
Open Fast©**
Encoder Time
(usec) 37,720,612
55,128,882
63,593,651
Encoder
Messages/second 26,510
18,139
15,724
Encoder
usec/Message 37.720
55.128
63.593
Encoder
Entries/second 260,149
1,780,007
154,307
Encoder
usec/Entry 3.843
5.617
6.480
Encoder
Fields/second 3,045,296
2,083,671
1,806,319
Encoder
usec/Field 0.328
0.479
0.554
CQG
Decoder
FAST Antenna
QuickFIX©*
Open Fast©**
Decoder Time
(usec) 7,268,036
18,737,806
214,476,785
Decoder
Messages/second 137,588
53,368
4,662
Decoder
usec/Message 7.268
18.737
214.476
Decoder
Entries/second 939,990
364,604
31,853
Decoder
usec/Entry 1.063
2.742
31.393
Decoder
Fields/second 8,362,343
3,243,592
283,377
Decoder
usec/Field 0.119
0.308
3.529
Encoder
FAST Antenna
QuickFIX©*
Open Fast©**
Encoder Time
(usec) 24,383,885
25,895,073
38,206,958
Encoder
Messages/second 41,010
38,617
26,173
Encoder
usec/Message 24.383
25.895
38.206
Encoder
Entries/second 280,180
263,829
178,812
Encoder
usec/Entry 3.569
3.790
5.592
Encoder
Fields/second 2,492,540
2,347,080
1,590,752
Encoder
usec/Field 0.401
0.426
0.629
MICEX
Decoder
FAST Antenna
QuickFIX©*
Open Fast©**
Decoder Time
(usec) 6,479,279
13,997,913
225,889,425
Decoder
Messages/second 154,338
71,439
4,426
Decoder
usec/Message 6.479
13.997
225.889
Decoder
Entries/second 492,635
228,028
14,130
Decoder
usec/Entry 2.029
4.385
70.769
Decoder
Fields/second 4,866,342
2,323,945
139,583
Decoder
usec/Field 0.205
0.430
7.164
Encoder
FAST Antenna
QuickFIX©*
Open Fast©**
Encoder Time
(usec) 24,991,427
31,128,998
44,897,891
Encoder
Messages/second 40,013
32,124
22,272
Encoder
usec/Message 24.991
31.128
44.897
Encoder
Entries/second 127,720
102,538
71,092
Encoder
usec/Entry 7.829
9.752
14.066
Encoder
Fields/second 1,261,648
1,045,018
702,268
Encoder
usec/Field 0.792
0.956
1.424
SWXESS
Decoder
FAST Antenna
QuickFIX©*
Open Fast©**
Decoder Time
(usec) 7,994,492
22,074,685
234,886,400
Decoder
Messages/second 125,086
45,300
4,257
Decoder
usec/Message 7.994
22.074
234.886
Decoder
Entries/second 607,187
219,897
20,665
Decoder
usec/Entry 1.646
4.547
48.388
Decoder
Fields/second 6,649,515
1,947,859
226,320
Decoder
usec/Field 0.150
0.513
4.418
Encoder
FAST Antenna
QuickFIX©*
Open Fast©**
Encoder Time
(usec) 20,568,365
26,834,227
40,604,147
Encoder
Messages/second 48,618
37,265
24,628
Encoder
usec/Message 20.568
26.834
40.604
Encoder
Entries/second 236,001
180,894
119,548
Encoder
usec/Entry 4.237
5.528
8.364
Encoder
Fields/second 2,584,526
1,602,370
1,309,213
Encoder
usec/Field 0.386
0.624
0.764
BOVESPA
Decoder
FAST Antenna
QuickFIX©*
Open Fast©**
Decoder Time
(usec) 7,952,764
15,780,803
232,197,946
Decoder
Messages/second 125,742
63,368
4,306
Decoder
usec/Message 7.952
15.780
232.197
Decoder
Entries/second 445,962
224,743
15,274
Decoder
usec/Entry 2.242
4.449
65.469
Decoder
Fields/second 5,311,271
2,676,625
181,910
Decoder
usec/Field 0.188
0.373
5.497
Encoder
FAST Antenna
QuickFIX©*
Open Fast©**
Encoder Time
(usec) 24,156,540
41,715,382
46,259,875
Encoder
Messages/second 41,396
23,971
21,617
Encoder
usec/Message 24.156
41.715
46.259
Encoder
Entries/second 146,818
85,019
76,667
Encoder
usec/Entry 6.811
11.761
13.043
Encoder
Fields/second 1,748,565
1,012,559
913,087
Encoder
usec/Field 0.571
0.987
1.095
View the
complete measurement results .
Disclaimer
The performance metrics above are
subject to the specifics of computers, networks, template and
testing data we used and can vary in different computer environment
or data.
To compare our product with
available open source solutions we downloaded latest available
versions and wrote small wrappers to let them execute the same
scenario. We did not do any optimization or customization to the
open source solutions.
Out benchmarking tool is a part of
the package and it is open source. We suggest running it in your
environment to get "real" numbers.
Please let us know if you are
looking for a better performance and we will advise on how to
optimize our product to run in your environment.
Copyrights:
* © 2001-2010 quickfixengine.org.
All rights reserved.
** © 2006-2008 OpenFast, The
LaSalle Technology Group, LLC