Re: [Quickfix-developers] Performance of QuickFix/J vs QuickFix (C++)

[Robert P. <rob...@gm...>]

Hi Vikram, can you provide some units here? Are these microseconds?

On 2/1/07, Vikram Venkatesan <rer...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>     I have done some performance tests for Quickfix/J 1.0.4. and got some
> performance results. Please let me know whether the performance results are
> acceptable, and are expected.
>
> Started Client1 (Trader) and Client2(CounterParty) on the same machine
> (Architecture : i386 / Memory : 4 GB ).
>
> 1.  Throughput testing
>     Description :  Placed 100,000 orders from Trader and got all the orders
> filled by the Counterparty (i.e. received all execution reports). The total
> time taken is noted, and the throughout is calculated(orders per second) for
> 100,000 orders.
>
> Average throughput : 3600 transactions / second.
> (where transaction = sending order and receiving it's execution report).
>
> 2. Ping pong mode of testing
>    Description : Placed 'N' orders from Trader. On receiving execution
> report for all the 'N' orders, the next 'N' orders are placed and so
> on...sort of BLOCKING order placement.
> Latency :
>           On receiving the execution report for the 'N' th order, the time
> difference between the current time and the PLACING TIME of that order is
> calculated and this is taken as the LATENCY for an order.
>
> Throuthput calculation:
>       The total time taken for 'N' orders to be filled is taken down. From
> this the throughput is calculated.
>
> Batch size = The value of 'N'.
>
> # orders  Batch size  Min Latency  Max Latency  Avg latency Min throughput
> Max throughput  Avg throughput
> 100000       1               1          1009              504             2
> 1000                  575
> 100000       2               1          1028              501            22
> 2000                  1728
> 100000       5               1          1009              501            90
> 5000                  3999
> 100000       10             1          1028             499               62
> 10000                4300
> 100000       100           9          1042             518               200
> 9090                 5126
> 100000       1000          28        1038             529               3058
> 6802                 5778
>
>
> - Vikram
> --
> View this message in context: http://www.nabble.com/Performance-of-QuickFix-J-vs-QuickFix-%28C%2B%2B%29-tf3134559.html#a8746000
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
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