InfoQ Homepage Presentations Extreme FIX Messaging for Low-Latency
Extreme FIX Messaging for Low-Latency
58:32
Summary
Kevin Houstoun and Rupert Smith discuss the creation of Java and .NET libraries for a FIX Protocol implementation without generating garbage in order to avoid the latency spikes associated with GC.
Bio
Kevin Houstoun helped to establish the FIX Protocol in Europe, being the designer of the FIX Repository, Co-chairs the Global Technical Committee, and is an active member of the Global Steering Committee. Rupert Smith was a contributor to the Apache Qpid implementation of AMQP and he is currently working for Rapid Addition.
About the conference
Software is changing the world; QCon aims to empower software development by facilitating the spread of knowledge and innovation in the enterprise software development community; to achieve this, QCon is organized as a practitioner-driven conference designed for people influencing innovation in their teams: team leads, architects, project managers, engineering directors.
Jul 17, 2012
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Community comments
So how does it compare to the serious low-latency FIX implementations?
by John Davies,
Marketing stuff
by Alik Rivkind,
Where is the $1 profit?
by Bernhard L,
So how does it compare to the serious low-latency FIX implementations?
by John Davies,
Your message is awaiting moderation. Thank you for participating in the discussion.
Interesting but anyone working on the seriously low-latency end of Fix is not going to be using .NET or Java implementations, they all use C/C++. How then does this compare in responsiveness to a C implementation running on a 250,000msgs/sec plus feed from the CME?
I would accept though that the majority of "average" users are on .NET though.
-John-
Marketing stuff
by Alik Rivkind,
Your message is awaiting moderation. Thank you for participating in the discussion.
Presented chart is different from the official ONX's release "Report: High Performance Trading - FIX Messaging Testing for Low Latency", which you can find here: fixglobal.com/system/files/80985976-High-Perfor...
If you look there you will see that the real results for Java are not that attractive, the jitter is still there.
Where is the $1 profit?
by Bernhard L,
Your message is awaiting moderation. Thank you for participating in the discussion.
Trying to reproduce the $1 profit - but where is it? The 64 GBP are correct - but how do we get from there to the 101 USD? The rate is 1.5625, so if I multiply 64 with 1.5625 I get 100$ again - so there is no profit. Maybe the price should be 1.5781?
Thanks for clarification,
Bernhard