Benchmarks
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      OnixS C++ FIX Engine vs QuickFix C++ performance comparison

      Benchmark comparison based on standard OnixS reference implementation benchmark source code samples.

      Hardware

      Intel(R) i9-12900KS @5.4GHz 32 GB RAM

      Software

      Ubuntu 22.04, gcc 12.10

      OnixS C++ FIX Engine x64 v 4.10.1
      QuickFIX C++ x64 v 1.15.1

      Throughput (msg/sec)

      Message length: 131 bytes.

      Mode 

      OnixS 

      QuickFIX

      Times OnixS faster

      Send side

      5.11543e+06

      442727

      11.4x

      Receive side

      4.82963e+06

      330452

      14.6x

      Latency (microseconds)

      Message length: 144 bytes.

      Mode

      OnixS

      QuickFIX

      Times OnixS faster

      Internal send min

      0.09

      0.26

      2.8x

      Internal send median

      0.11

      0.28

      2.54x

      Internal send 99%

      0.13

      0.29

      2.23x

      Overall send min

      1.0

      4.8

      4.8x

      Overall send median

      1.16

      5.59

      4.9x

      Overall send 99%

      1.35

      6.68

      4.9x

      RTT/2 min

      0.74

      1.90

      2.56x

      RTT/2 median

      1.17

      2.28

      1.94x

      RTT/2 99%

      1.31

      2.82

      2.15x
       

      Parsing (msg/sec)

      Message size

      OnixS

      QuickFIX

      Times OnixS faster 

      Small (106 bytes)

      1e+07

      909090

      11x
       

      Notes:

      • here 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 serialisation and session storage latencies because the toApp callback is called before these processes.