FIX engine is usually just a small part of trading application however it plays an important role and adds its own latency. To be in business today FIX engine's latency should not exceed 100 usec. In fact the demand on the market is for 10 usec while standard OS stack normally takes around 40 usec
We in B2BITS tried to optimize CME Market Data adaptor and with the help of special Myricom card (Myri 10G-PCIE2-8B2-2S) were able to improve the latency 3-4 times.
Follow links below for more details:
http://fixprotocol.org/discuss/read/977094fb
http://www.b2bits.com/b2bits/news_25jan11.html
http://www.b2bits.com/performance_lab/cme_fast.html
We in B2BITS tried to optimize CME Market Data adaptor and with the help of special Myricom card (Myri 10G-PCIE2-8B2-2S) were able to improve the latency 3-4 times.
Follow links below for more details:
http://fixprotocol.org/discuss/read/977094fb
http://www.b2bits.com/b2bits/news_25jan11.html
http://www.b2bits.com/performance_lab/cme_fast.html