I am doing some stress testing on FIX message parsing on a GPU. What is a reasonable number of messages I should aim to parse per second?
thanks
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I am doing some stress testing on FIX message parsing on a GPU. What is a reasonable number of messages I should aim to parse per second?
thanks
FIXAntenna – the engine that I use – is advertised at 60k-115k messages/sec per instance.
It really depends entirely on your needs. If you are doing it for experimentation, then my answer is “as fast as possible, and even then, that’s not fast enough”.
If you are interfacing to the Namibian Stock Exchange, then a reasonable amount is 1000/day – there were 250 trades on the NSX last year.
I’m going to go the spectacularly unexciting route and say 1/sec.