OnixS C++ FIX Engine vs QuickFIX C++ performance comparison

Written by Admin | Mar 7, 2023 12:21:12 PM

The OnixS FIX Engine SDKs include reference implementation source code samples that are an aid for developers to quickly get familiar with, and then adapt to the target contexts.

One of those samples includes performance benchmarks.

We’re often asked, “what is your performance like?”

The best answer is to measure it yourself using the included reference implementation benchmark samples on the target platform(s).

That remains the recommendation, but these are some performance comparison numbers that we are commonly asked about so we’re sharing them here.

Hardware

Intel(R) Core(TM) CPU i7-7700K @ 4.20GHz, 32 GB RAM

Software

Ubuntu 20.04 gcc 9.4.0

OnixS C++ FIX Engine x64 v 4.8.0
QuickFIX C++ x64 v 1.15.1

Throughput (msg/sec)

Message length: 131 bytes.

Mode	OnixS	QuickFIX	% OnixS faster
Send side	5.19964e+06	339183	15x
Receive side	3.45147e+06	258842	13x

Latency (microseconds)

Message length: 144 bytes.

Mode	OnixS	QuickFIX	% OnixS faster
Internal send min	0.10	0.58	5.8x
Internal send median	0.12	0.63	5.25x
Internal send 99%	0.13	0.74	5.6x
Overall send min	1.33	9.88	7.4x
Overall send median	1.45	10.20	7x
Overall send 99%	2.15	12.54	5.8x
RTT/2 min	1.08	4.08	3.77x
RTT/2 median	1.45	4.21	2.9x
RTT/2 99%	2.01	5.33	2.6x

Parsing (msg/sec)

Message size	OnixS	QuickFIX	% OnixS faster
Small (106 bytes)	1e+07	1.11111e+06	9x

Notes:

There is no ability to measure internal receive latency in QuickFIX because there is no onReceivedBytes analog as in the OnixS FIX Engine.
The QuickFIX internal send latency, unlike the OnixS FIX Engine internal send latency, does not include the outgoing message serialization and session storage latencies because the toApp callback is called before these processes.

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