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.