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.
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