Friday, January 28, 2011

FIX Engines and High Frequency Trading

FIX engine is usually just a small part of trading application however it plays an important role and adds its own latency. To be in business today FIX engine's latency should not exceed 100 usec. In fact the demand on the market is for 10 usec while standard OS stack normally takes around 40 usec

We in B2BITS tried to optimize CME Market Data adaptor and with the help of special Myricom card (Myri 10G-PCIE2-8B2-2S) were able to improve the latency 3-4 times.

Follow links below for more details:

http://fixprotocol.org/discuss/read/977094fb
http://www.b2bits.com/b2bits/news_25jan11.html
http://www.b2bits.com/performance_lab/cme_fast.html
Posted by Unknown at 3:47 PM
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2 comments:

  1. FFL123 BlogJanuary 31, 2011 at 8:24 AM

    Hello Dude,

    A capital market is a market for securities (debt or equity), where business enterprises (companies) and governments can raise long-term funds. Thanks for sharing it.....
    High Frequency Trading

    ReplyDelete
  2. AnonymousJanuary 31, 2011 at 3:31 PM

    Hi,

    FIX has become now default protocol for quick connectivity , if you want to reduce mark to market FIX Protocol
    is the way to go.

    Thanks
    Javin
    FIX Protocol tutorial

    ReplyDelete

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