# CME FastFix Decoder **URL:** \ **Category:** General Q&A\ **Tags:** xid\_169643, imported, fast-protocol\ **Created:** [April 24, 2008, 3:04pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923 "2008-04-24T15:04:15Z")\ **Posts on this page:** 20\ **Page:** 1
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 24, 2008, 3:04pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/1 "2008-04-24T15:04:15Z")
Imported from previous forum ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 24, 2008, 3:04pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/2 "2008-04-24T15:04:15Z")
Guys, Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-agreement.html](http://www.cmegroup.com/globex/resources/fix-fast-decoder-agreement.html) If so, how would you rate it’s performance? It decodes and then generates the fix strings. Our initial tests show that it takes 1.7ms to do this for each message. I presuming I should be aiming for much faster times than this? Many Thanks. - Lee. ---
**Author:** ![franzkettwig\_x](https://avatars.discourse-cdn.com/v4/letter/f/a9adbd/32.png) [@franzkettwig\_x](https://forum.fixtrading.org/u/franzkettwig_x)\ **Post date:** [April 24, 2008, 3:17pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/3 "2008-04-24T15:17:37Z")
Lee, We tested CME’s FixFAST decoder and found that the performance was good. Decoding 1M messages took an average of 35 microseconds per messages on a standard Dell dual core 2GHz desktop. Franz > Guys, > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > agreement.html > > If so, how would you rate it’s performance? > > It decodes and then generates the fix strings. Our initial tests show > that it takes 1.7ms to do this for each message. I presuming I should be > aiming for much faster times than this? > > Many Thanks. > > - Lee. ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 24, 2008, 3:21pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/4 "2008-04-24T15:21:30Z")
Franz, Did that time include recreating the Fix string? - Lee. > Lee, > > We tested CME’s FixFAST decoder and found that the performance was good. > Decoding 1M messages took an average of 35 microseconds per messages on > a standard Dell dual core 2GHz desktop. > > Franz > > > Guys, > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > agreement.html > > > > If so, how would you rate it’s performance? > > > > It decodes and then generates the fix strings. Our initial tests show > > that it takes 1.7ms to do this for each message. I presuming I should > > be aiming for much faster times than this? > > > > Many Thanks. > > > > - Lee. ---
**Author:** ![franzkettwig\_x](https://avatars.discourse-cdn.com/v4/letter/f/a9adbd/32.png) [@franzkettwig\_x](https://forum.fixtrading.org/u/franzkettwig_x)\ **Post date:** [April 24, 2008, 3:26pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/5 "2008-04-24T15:26:21Z")
Lee, No, the time noted was only for decoding the message into CME’s tree structure, we did not query the structure for data or convert it to a Fix string. Franz > Franz, > > Did that time include recreating the Fix string? > > - Lee. > > > Lee, > > > > We tested CME’s FixFAST decoder and found that the performance was > > good. Decoding 1M messages took an average of 35 microseconds per > > messages on a standard Dell dual core 2GHz desktop. > > > > Franz > > > > > Guys, > > > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > agreement.html > > > > > > If so, how would you rate it’s performance? > > > > > > It decodes and then generates the fix strings. Our initial tests > > > show that it takes 1.7ms to do this for each message. I presuming I > > > should be aiming for much faster times than this? > > > > > > Many Thanks. > > > > > > - Lee. ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 24, 2008, 6:05pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/6 "2008-04-24T18:05:05Z")
Franz, Used the performance timer and am now seeing it takes 192 microseconds to decode and recreate the fix string. More like it. Did you have any issues with using the decoder on any messages passed to it? I’m wondering if it supports the full spec. Thanks. - Lee. > Lee, > > No, the time noted was only for decoding the message into CME’s tree > structure, we did not query the structure for data or convert it to a > Fix string. > > Franz > > > Franz, > > > > Did that time include recreating the Fix string? > > > > - Lee. > > > > > Lee, > > > > > > We tested CME’s FixFAST decoder and found that the performance was > > > good. Decoding 1M messages took an average of 35 microseconds per > > > messages on a standard Dell dual core 2GHz desktop. > > > > > > Franz > > > > > > > Guys, > > > > > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > > agreement.html > > > > > > > > If so, how would you rate it’s performance? > > > > > > > > It decodes and then generates the fix strings. Our initial tests > > > > show that it takes 1.7ms to do this for each message. I presuming > > > > I should be aiming for much faster times than this? > > > > > > > > Many Thanks. > > > > > > > > - Lee. ---
**Author:** ![franzkettwig\_x](https://avatars.discourse-cdn.com/v4/letter/f/a9adbd/32.png) [@franzkettwig\_x](https://forum.fixtrading.org/u/franzkettwig_x)\ **Post date:** [April 24, 2008, 6:25pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/7 "2008-04-24T18:25:26Z")
Lee, We only tested the decoder on CME messages. We are not currently using the CME decoder; we just wanted to compare times to our decoder. I would be surprised if it did not support the full spec. Franz > Franz, > > Used the performance timer and am now seeing it takes 192 microseconds > to decode and recreate the fix string. More like it. > > Did you have any issues with using the decoder on any messages passed to > it? I’m wondering if it supports the full spec. > > Thanks. > > - Lee. > > > Lee, > > > > No, the time noted was only for decoding the message into CME’s tree > > structure, we did not query the structure for data or convert it to a > > Fix string. > > > > Franz > > > > > Franz, > > > > > > Did that time include recreating the Fix string? > > > > > > - Lee. > > > > > > > Lee, > > > > > > > > We tested CME’s FixFAST decoder and found that the performance was > > > > good. Decoding 1M messages took an average of 35 microseconds per > > > > messages on a standard Dell dual core 2GHz desktop. > > > > > > > > Franz > > > > > > > > > Guys, > > > > > > > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > > > agreement.html > > > > > > > > > > If so, how would you rate it’s performance? > > > > > > > > > > It decodes and then generates the fix strings. Our initial tests > > > > > show that it takes 1.7ms to do this for each message. I > > > > > presuming I should be aiming for much faster times than this? > > > > > > > > > > Many Thanks. > > > > > > > > > > - Lee. ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 28, 2008, 2:52pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/8 "2008-04-28T14:52:42Z")
Franz, Decoding incremental messages with the CME decoder is taking ~300 microseconds. This still seems high in comparison with the figures you mention. The cme decoder also generates the fix strings, so I believe this to be taking a lot of the time. How did you disable this? Thanks. - Lee. > Lee, > > We only tested the decoder on CME messages. We are not currently using > the CME decoder; we just wanted to compare times to our decoder. I would > be surprised if it did not support the full spec. > > Franz > > > Franz, > > > > Used the performance timer and am now seeing it takes 192 microseconds > > to decode and recreate the fix string. More like it. > > > > Did you have any issues with using the decoder on any messages passed > > to it? I’m wondering if it supports the full spec. > > > > Thanks. > > > > - Lee. > > > > > Lee, > > > > > > No, the time noted was only for decoding the message into CME’s tree > > > structure, we did not query the structure for data or convert it to > > > a Fix string. > > > > > > Franz > > > > > > > Franz, > > > > > > > > Did that time include recreating the Fix string? > > > > > > > > - Lee. > > > > > > > > > Lee, > > > > > > > > > > We tested CME’s FixFAST decoder and found that the performance > > > > > was good. Decoding 1M messages took an average of 35 > > > > > microseconds per messages on a standard Dell dual core 2GHz > > > > > desktop. > > > > > > > > > > Franz > > > > > > > > > > > Guys, > > > > > > > > > > > > Has anyone used the FastFix Decoder available from the cme. > > > > > > [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > > > > agreement.html > > > > > > > > > > > > If so, how would you rate it’s performance? > > > > > > > > > > > > It decodes and then generates the fix strings. Our initial > > > > > > tests show that it takes 1.7ms to do this for each message. I > > > > > > presuming I should be aiming for much faster times than this? > > > > > > > > > > > > Many Thanks. > > > > > > > > > > > > - Lee. ---
**Author:** ![franzkettwig\_x](https://avatars.discourse-cdn.com/v4/letter/f/a9adbd/32.png) [@franzkettwig\_x](https://forum.fixtrading.org/u/franzkettwig_x)\ **Post date:** [April 28, 2008, 3:21pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/9 "2008-04-28T15:21:02Z")
Lee, I did not disable generating the fix strings. I simply grabbed some raw data off the wire and ran a series of messages through their decoder timing how long it took for FastTemplateIdDecoderStrategy.decode() to run. Franz > Franz, > > Decoding incremental messages with the CME decoder is taking ~300 > microseconds. This still seems high in comparison with the figures you > mention. The cme decoder also generates the fix strings, so I believe > this to be taking a lot of the time. How did you disable this? > > Thanks. > > - Lee. > > > Lee, > > > > We only tested the decoder on CME messages. We are not currently using > > the CME decoder; we just wanted to compare times to our decoder. I > > would be surprised if it did not support the full spec. > > > > Franz > > > > > Franz, > > > > > > Used the performance timer and am now seeing it takes 192 > > > microseconds to decode and recreate the fix string. More like it. > > > > > > Did you have any issues with using the decoder on any messages > > > passed to it? I’m wondering if it supports the full spec. > > > > > > Thanks. > > > > > > - Lee. > > > > > > > Lee, > > > > > > > > No, the time noted was only for decoding the message into CME’s > > > > tree structure, we did not query the structure for data or convert > > > > it to a Fix string. > > > > > > > > Franz > > > > > > > > > Franz, > > > > > > > > > > Did that time include recreating the Fix string? > > > > > > > > > > - Lee. > > > > > > > > > > > Lee, > > > > > > > > > > > > We tested CME’s FixFAST decoder and found that the performance > > > > > > was good. Decoding 1M messages took an average of 35 > > > > > > microseconds per messages on a standard Dell dual core 2GHz > > > > > > desktop. > > > > > > > > > > > > Franz > > > > > > > > > > > > > Guys, > > > > > > > > > > > > > > Has anyone used the FastFix Decoder available from the cme. > > > > > > > [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > > > > > agreement.html > > > > > > > > > > > > > > If so, how would you rate it’s performance? > > > > > > > > > > > > > > It decodes and then generates the fix strings. Our initial > > > > > > > tests show that it takes 1.7ms to do this for each message. > > > > > > > I presuming I should be aiming for much faster times than > > > > > > > this? > > > > > > > > > > > > > > Many Thanks. > > > > > > > > > > > > > > - Lee. ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 28, 2008, 4:02pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/10 "2008-04-28T16:02:20Z")
Franz, I’m timing the same way, seeing how long decode() takes. However, this call includes the generation of the fix string. I do not have a FastTemplateIdDecoderStrategy in this code though, so looks like you may have a different version 😕 Or you’ve renamed it 🙂 Thanks. > Lee, > > I did not disable generating the fix strings. I simply grabbed some > raw data off the wire and ran a series of messages through their > decoder timing how long it took for > FastTemplateIdDecoderStrategy.decode() to run. > > Franz > > > Franz, > > > > Decoding incremental messages with the CME decoder is taking ~300 > > microseconds. This still seems high in comparison with the figures you > > mention. The cme decoder also generates the fix strings, so I believe > > this to be taking a lot of the time. How did you disable this? > > > > Thanks. > > > > - Lee. > > > > > Lee, > > > > > > We only tested the decoder on CME messages. We are not currently > > > using the CME decoder; we just wanted to compare times to our > > > decoder. I would be surprised if it did not support the full spec. > > > > > > Franz > > > > > > > Franz, > > > > > > > > Used the performance timer and am now seeing it takes 192 > > > > microseconds to decode and recreate the fix string. More like it. > > > > > > > > Did you have any issues with using the decoder on any messages > > > > passed to it? I’m wondering if it supports the full spec. > > > > > > > > Thanks. > > > > > > > > - Lee. > > > > > > > > > Lee, > > > > > > > > > > No, the time noted was only for decoding the message into CME’s > > > > > tree structure, we did not query the structure for data or > > > > > convert it to a Fix string. > > > > > > > > > > Franz > > > > > > > > > > > Franz, > > > > > > > > > > > > Did that time include recreating the Fix string? > > > > > > > > > > > > - Lee. > > > > > > > > > > > > > Lee, > > > > > > > > > > > > > > We tested CME’s FixFAST decoder and found that the > > > > > > > performance was good. Decoding 1M messages took an average > > > > > > > of 35 microseconds per messages on a standard Dell dual core > > > > > > > 2GHz desktop. > > > > > > > > > > > > > > Franz > > > > > > > > > > > > > > > Guys, > > > > > > > > > > > > > > > > Has anyone used the FastFix Decoder available from the > > > > > > > > cme. [http://www.cmegroup.com/globex/resources/fix-fast-](http://www.cmegroup.com/globex/resources/fix-fast-) > > > > > > > > decoder- agreement.html > > > > > > > > > > > > > > > > If so, how would you rate it’s performance? > > > > > > > > > > > > > > > > It decodes and then generates the fix strings. Our initial > > > > > > > > tests show that it takes 1.7ms to do this for each > > > > > > > > message. I presuming I should be aiming for much faster > > > > > > > > times than this? > > > > > > > > > > > > > > > > Many Thanks. > > > > > > > > > > > > > > > > - Lee. ---
**Author:** ![krishnanmm\_x](https://avatars.discourse-cdn.com/v4/letter/k/8dc957/32.png) [@krishnanmm\_x](https://forum.fixtrading.org/u/krishnanmm_x)\ **Post date:** [April 28, 2008, 12:23pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/11 "2008-04-28T12:23:03Z")
Hi, We have been using CME implementation and its test cases for validating our own implementation. In general we found the CME implementation good and compliant. But, you should be aware that it resets its dictionary on every message (as per CME requirement). So if you want to use it for other (non-CME) messages you need to fix the code. We have our own Java implementation for FAST which decodes about 150-200K CME messages/sec (incremental refresh with 5 entries). The output of the decoding process is a Java Bean. Dell Dual Core using JRE1.5 -server -mx256m -ms200m Thanks Krishnan > Guys, > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > agreement.html > > If so, how would you rate it’s performance? > > It decodes and then generates the fix strings. Our initial tests show > that it takes 1.7ms to do this for each message. I presuming I should be > aiming for much faster times than this? > > Many Thanks. > > - Lee. ---
**Author:** ![leemacdonald21\_x](https://avatars.discourse-cdn.com/v4/letter/l/d07c76/32.png) [@leemacdonald21\_x](https://forum.fixtrading.org/u/leemacdonald21_x)\ **Post date:** [April 28, 2008, 12:47pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/12 "2008-04-28T12:47:33Z")
Krishnan 150-200K msg/s? Is that just decoding to raw values, or creating the fix strings aswell? Using the cme decoder to decode and create the fix strings on a cme increment message takes ~300 microseconds. This doesn’t seem fast enough to me. Many thanks. - Lee. > Hi, > > We have been using CME implementation and its test cases for validating > our own implementation. In general we found the CME implementation good > and compliant. But, you should be aware that it resets its dictionary on > every message (as per CME requirement). So if you want to use it for > other (non-CME) messages you need to fix the code. > > We have our own Java implementation for FAST which decodes about 150- > 200K CME messages/sec (incremental refresh with 5 entries). The output > of the decoding process is a Java Bean. > > Dell Dual Core using JRE1.5 -server -mx256m -ms200m > > Thanks > > Krishnan > > > Guys, > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > agreement.html > > > > If so, how would you rate it’s performance? > > > > It decodes and then generates the fix strings. Our initial tests show > > that it takes 1.7ms to do this for each message. I presuming I should > > be aiming for much faster times than this? > > > > Many Thanks. > > > > - Lee. ---
**Author:** ![krishnanmm\_x](https://avatars.discourse-cdn.com/v4/letter/k/8dc957/32.png) [@krishnanmm\_x](https://forum.fixtrading.org/u/krishnanmm_x)\ **Post date:** [April 28, 2008, 1:21pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/13 "2008-04-28T13:21:03Z")
Hi, 150-200K messages/sec or ~6 micro seconds/message for decoding the message to a Java object (basically decoding raw values only). We don’t convert it to FIX. Someone else in this thread have mentioned that CME decoder gives about 35 microseconds /message for decoding to raw values (no FIX conversion) so 6 micros is not bad. Regards, Krishnan > Krishnan > > 150-200K msg/s? Is that just decoding to raw values, or creating the fix > strings aswell? > > Using the cme decoder to decode and create the fix strings on a cme > increment message takes ~300 microseconds. This doesn’t seem fast > enough to me. > > Many thanks. > > - Lee. > > > Hi, > > > > We have been using CME implementation and its test cases for > > validating our own implementation. In general we found the CME > > implementation good and compliant. But, you should be aware that it > > resets its dictionary on every message (as per CME requirement). So > > if you want to use it for other (non-CME) messages you need to fix > > the code. > > > > We have our own Java implementation for FAST which decodes about 150- > > 200K CME messages/sec (incremental refresh with 5 entries). The output > > of the decoding process is a Java Bean. > > > > Dell Dual Core using JRE1.5 -server -mx256m -ms200m > > > > Thanks > > > > Krishnan > > > > > Guys, > > > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > > agreement.html > > > > > > If so, how would you rate it’s performance? > > > > > > It decodes and then generates the fix strings. Our initial tests > > > show that it takes 1.7ms to do this for each message. I presuming I > > > should be aiming for much faster times than this? > > > > > > Many Thanks. > > > > > > - Lee. ---
**Author:** ![rufusme\_x](https://avatars.discourse-cdn.com/v4/letter/r/d26b3c/32.png) [@rufusme\_x](https://forum.fixtrading.org/u/rufusme_x)\ **Post date:** [April 28, 2008, 8:05pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/14 "2008-04-28T20:05:45Z")
Pantor I believe have one of the fastest implementation, at about 3M CME msg / sec, decode only. My own implementation currently does abt 750k CME msg / sec, decode only, on my Thinkpad T60 (core 2 duo, 2 Ghz). For my implementation, I don’t create the FIX string, just into an internal data structure. Just FYI. > Krishnan > > 150-200K msg/s? Is that just decoding to raw values, or creating the fix > strings aswell? > > Using the cme decoder to decode and create the fix strings on a cme > increment message takes ~300 microseconds. This doesn’t seem fast > enough to me. > > Many thanks. > > - Lee. ---
**Author:** ![krishnanmm\_x](https://avatars.discourse-cdn.com/v4/letter/k/8dc957/32.png) [@krishnanmm\_x](https://forum.fixtrading.org/u/krishnanmm_x)\ **Post date:** [April 28, 2008, 8:53pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/15 "2008-04-28T20:53:51Z")
Hi, I am aware of Pantor’s numbers; the one I had quoted was in Java. We have another in C++ which decodes about 650K/sec. I think the number reported by Pantor (3M) is fantastic. Since we are comparing performance it is better understand what is included in the decoding process. a) What is the output of the decoding process. Is it a independent bean like object which can be handed over to the application? Does it have any dependency on the decoder or dictionary? b) CME has few fields which represent data and time (encoded as integer). Do you convert the integer/string value to date ? Thanks, Krishnan > Pantor I believe have one of the fastest implementation, at about 3M CME > msg / sec, decode only. My own implementation currently does abt 750k > CME msg / sec, decode only, on my Thinkpad T60 (core 2 duo, 2 Ghz). For > my implementation, I don’t create the FIX string, just into an internal > data structure. > > Just FYI. > > > Krishnan > > > > 150-200K msg/s? Is that just decoding to raw values, or creating the > > fix strings aswell? > > > > Using the cme decoder to decode and create the fix strings on a cme > > increment message takes ~300 microseconds. This doesn’t seem fast > > enough to me. > > > > Many thanks. > > > > - Lee. ---
**Author:** ![rufusme\_x](https://avatars.discourse-cdn.com/v4/letter/r/d26b3c/32.png) [@rufusme\_x](https://forum.fixtrading.org/u/rufusme_x)\ **Post date:** [April 29, 2008, 2:56pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/16 "2008-04-29T14:56:00Z")
For my own testing, the result just an object with no dependencies, with all the necessary date / price fields converted. Actually I am not sure if my test is comparable, since it also does a few more things, like looking through a list of “interested” products, does some basic field validation / scrubbing, date fields, price fields (based on a band of previous prices), for those “interested” products (which, take for instance interest rate futs, is most of the products). Well, it is just more appropriate for our own internal needs, basically it is an “update” ready to be applied to global tick plant, or published out. > Hi, > > I am aware of Pantor’s numbers; the one I had quoted was in Java. We > have another in C++ which decodes about 650K/sec. I think the number > reported by Pantor (3M) is fantastic. > > Since we are comparing performance it is better understand what is > included in the decoding process. > > a) What is the output of the decoding process. Is it a independent bean > like object which can be handed over to the application? Does it have > any dependency on the decoder or dictionary? > > b) CME has few fields which represent data and time (encoded as > integer). Do you convert the integer/string value to date ? > > Thanks, > > Krishnan > > > Pantor I believe have one of the fastest implementation, at about 3M > > CME msg / sec, decode only. My own implementation currently does abt > > 750k CME msg / sec, decode only, on my Thinkpad T60 (core 2 duo, 2 > > Ghz). For my implementation, I don’t create the FIX string, just into > > an internal data structure. > > > > Just FYI. > > > > > Krishnan > > > > > > 150-200K msg/s? Is that just decoding to raw values, or creating the > > > fix strings aswell? > > > > > > Using the cme decoder to decode and create the fix strings on a cme > > > increment message takes ~300 microseconds. This doesn’t seem fast > > > enough to me. > > > > > > Many thanks. > > > > > > - Lee. ---
**Author:** ![alexleung\_x](https://avatars.discourse-cdn.com/v4/letter/a/ac8455/32.png) [@alexleung\_x](https://forum.fixtrading.org/u/alexleung_x)\ **Post date:** [May 28, 2008, 11:01am UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/17 "2008-05-28T11:01:40Z")
Hi All, Does anyone of you have a figure of how many CME MDP(an older format) msg can be decoded / sec. I would like to compare how efficiency between them. I just wonder if it takes less time in decoding MDP than decoding FIX/FAST. Thanks, Alex Leung > Pantor I believe have one of the fastest implementation, at about 3M CME > msg / sec, decode only. My own implementation currently does abt 750k > CME msg / sec, decode only, on my Thinkpad T60 (core 2 duo, 2 Ghz). For > my implementation, I don’t create the FIX string, just into an internal > data structure. > > Just FYI. > > > Krishnan > > > > 150-200K msg/s? Is that just decoding to raw values, or creating the > > fix strings aswell? > > > > Using the cme decoder to decode and create the fix strings on a cme > > increment message takes ~300 microseconds. This doesn’t seem fast > > enough to me. > > > > Many thanks. > > > > - Lee. ---
**Author:** ![rufusme\_x](https://avatars.discourse-cdn.com/v4/letter/r/d26b3c/32.png) [@rufusme\_x](https://forum.fixtrading.org/u/rufusme_x)\ **Post date:** [June 3, 2008, 9:12pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/18 "2008-06-03T21:12:56Z")
Alex, if we are just talking abt CME, CME published some statistics during their POC (proof of concept) stage. I can pull out some of their presentations if you want to have a look. But obviously every proprietary system’s implementation maybe different, for parsing RLC under MDP and FIX/FAST. For my own implementation, there is no doubt that FIX/FAST is faster (now closer to 1M msg/sec), vs old RLC over MDP (slow due to mostly the ZLIB decompression). > Hi All, > > Does anyone of you have a figure of how many CME MDP(an older format) > msg can be decoded / sec. I would like to compare how efficiency > between them. I just wonder if it takes less time in decoding MDP than > decoding FIX/FAST. > > Thanks, Alex Leung ---
**Author:** ![jondahl\_x](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/jondahl_x/32/65_2.png) [@jondahl\_x](https://forum.fixtrading.org/u/jondahl_x)\ **Post date:** [July 23, 2008, 2:50pm UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/19 "2008-07-23T14:50:19Z")
> Guys, > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > agreement.html > > If so, how would you rate it’s performance? > > It decodes and then generates the fix strings. Our initial tests show > that it takes 1.7ms to do this for each message. I presuming I should be > aiming for much faster times than this? > > Many Thanks. > > - Lee. Taking this question a little further, has anyone used the C++ Decoder? -jd- ---
**Author:** ![jsulmon\_x](https://avatars.discourse-cdn.com/v4/letter/j/eb9ed0/32.png) [@jsulmon\_x](https://forum.fixtrading.org/u/jsulmon_x)\ **Post date:** [July 24, 2008, 8:32am UTC](https://forum.fixtrading.org/t/cme-fastfix-decoder/923/20 "2008-07-24T08:32:42Z")
> > Guys, > > > > Has anyone used the FastFix Decoder available from the cme. [http://www.cmegroup.com/globex/resources/fix-fast-decoder-](http://www.cmegroup.com/globex/resources/fix-fast-decoder-) > > agreement.html > > > > If so, how would you rate it’s performance? > > > > It decodes and then generates the fix strings. Our initial tests show > > that it takes 1.7ms to do this for each message. I presuming I should > > be aiming for much faster times than this? > > > > Many Thanks. > > > > - Lee. > > Taking this question a little further, has anyone used the C++ Decoder? > > -jd- > Hello! > I have been evaluating the C++ CME decoder, and found many limitations and bugs. > First it only implements a subset of FAST 1.1 (e.g., no Group Field Instruction); then it’s unable to build codecs from XML containing TemplateRef tags; then it’s been designed to run exactly once on a buffer containing one or more FAST messages – that is many statics, and various states not easily resetables. It is not thread safe at all. > Finally it’s got some bugs, causing it to core dump on some of CME’s own feeds (such as snapshots) (due to incorect PMAP handling). All this considered, this piece of code is indeed very useful as a “bootstrap” into coding a decoder, but by no mean something useful in production. I’d recommend either going with a off the shelf product, or develop one from scratch. Hope this helps, JS [Next page](https://forum.fixtrading.org/t/cme-fastfix-decoder/923.md?page=2)