StreamInsight: FIX – Well Done Torsten Grabs (MSFT)
Having spent some time working with the Microsoft StreamInsight team over the last few years, I have to say that Torsten and the team do at least get finance, which is unfortunately more than I can say for some other teams😦 The FIX StreamInsight adapters are an appropriate step forwards. My challenge to Torsten and the team is to match Sybase Aleri in providing STAC Benchmarks (STAC-A1)
Mean latency not exceeding approximately 1.5 milliseconds at ingress rates of up to 180,000 order book updates per second and 1.6 ms at 300,000 updates per second.
Coupled with performance numbers for FIX:
In benchmark testing, the new StreamBase FIX engine has clocked in at 50-75 microseconds send time depending on message size, all while running on Linux and commodity hardware.