Remember me

Register  |   Lost password?

 

« »

Tales from a Trading Desk Blog Header


FIX Protocol Engine Test Results

Tue, 07 Feb 2012 09:47:55 GMT

Key findings:

  1. Using a commercial FIX engine is 16 time faster than open source
  2. The spread of the jitter was a narrow 2 micros for commercial engines and wide 50 micros otherwise.
  3. Using Low Latency networking for non-LL code had no effect.
  4. Well written Java code works as well as compiled native code.

, , , , , , , , , , ,