Performance Analysis

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Imported from previous forum

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Hi,

I am involved in a FIX development project and have been assigned performance analysis. To conduct this analysis I need FIX traffic estimates on any given day. Since I have limited data, I’d like and tap the experience of this board.

I am trying estimate traffic volume for a generic FIX 4.1 client on:

  1. How many FIX messages are sent per defined trading day
  2. What are the busy hours that see most of the traffic
  3. What is the typical sizes of messages
  4. What is the breakdown of messages type (e.g. 50% IOI, 20% NewOrder, 30% Execution, etc.) and other similar info.

Any help you can provide would be appreciated.

Thanks,

Greg