[Quickfix-developers] Timing stats
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From: George H. <ge...@so...> - 2009-04-01 16:42:02
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Hello everyone, Has anyone here looked into turnaround times between arrival time of a deal and response? Any numbers? I am doing a simple Initiator/acceptor test app and I am getting times of 2-4 milliseconds. This is the time between the moment the deal arrives in the acceptor: void Application::onMessage( const FIX44::NewOrderSingle& message, const FIX::SessionID& sessionID ) ... ... ... and the following: try { FIX::Session::sendToTarget( executionReport, sessionID ); } catch ( FIX::SessionNotFound& ) {} Connection is "localhost" to "localhost" on a very fast Xeon box. Are these times normal? I have an app that requires a 50 microsecond turnaround. Is this even possible? Regards, George Hrysanthopoulos Softek Partners, Inc. |