Imported from previous forum
Has anyone performed benchmarks on OPENFAST. Is anyone using this in production? I’m particularly interested in CME market data. It was really helpful to have the benchmarks for the CME’s reference implementation, so thanks Lee, Franz, Krishnan & Co.
The OpenFAST version 1.0.0 takes on average 25 microseconds to decode a CME message. This was performed on my laptop using a batch of ~2500 messages. I will make the code available to reproduce these results in the next version of OpenFAST.
The test decodes all of the messages into the OpenFAST message object model.