As part of an ongoing evaluation with one of our clients we have produced some benchmarks within Chronicle FIX to simulate a real world scenario, as with all our demos and benchmarks these are available within our GitHub repository. The scenario we were given was, there are three processes, the client process, a proxy and an endpoint. The client process has 1 to 100 clients in it and drives all the NewOrderSingles, the proxy process takes the NewOrderSingles and times their read to write times (T2 – T1) and passes the message to the endpoint, it also takes ExecutionReports and times their read to write times (T4 – T3) and passes the messages to the client. As the chart shows we managed to optimize the FIX Engine regardless of number of clients
All timings in microseconds
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