Imported from previous forum
B2BITS, EPAM Systems’ Capital Markets Competency Center, has released latency measurements results (http://www.b2bits.com/performance_lab/cme_fast.html) for FIX Antenna HFT (http://www.b2bits.com/trading_solutions/cme_fast_adaptor.html) for processing CME FAST market data using the Myricom card. The test was performed on commodity single CPU machine using Myri 10G-PCIE2-8B2-2S, “Gen 2” (5 GT/s) PCI-Express x8 NICs with two SFP+ network ports. Myricom’s 10Gb Ethernet NICs deliver wire-speed performance, with drivers available for Linux and Windows. FIX Antenna HFT accesses data via DBL ™ (Datagram Bypass Layer), which is specifically designed to provide unmatched communication acceleration.
Full measurement results and comparison can be found here (http://corp-web.b2bits.com/PerfTest/cme-fast/Globex_Latency_Windows.xlsx). 95.5% of latency results are under 12.2usec for DBL (Myricom) vs. 40.9usec for standard socket (10GB Ethernet card) and 99.3% of latency results lay under 16.5usec for DBL (Myricom) vs. 46.6usec for standard socket (10GB Ethernet card). Measurement scenario included: receiving UDP packets, decoding FAST message, converting FAST to FIX message and updating instrument data. Measurement was performed on the following data:
- CME channel: #7 (“Futures”)
- Volume: 150Mb
- Number of messages: 3,000,000
- Number of MD Entries: 5,000,000 (both snapshots and updates)
- Full real-life simulation: listen feeds, fill gaps, etc.
FIX Antenna HFT provides full functionality to process CME incremental feeds, supports market data recovery, instrument-based recovery, redundant feeds. FIX Antenna HFT is responsible for discarding duplicates, message ordering and gap filling providing to the end user full consistent stream of market data
For questions, please contact us at sales@b2bits.com or +1 (888) 378-0666 (USA), +44 (207) 758-9830 (UK).