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.
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