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Performance Measurements

Overview

The following results were produced by conducting wire-to-wire tests between a Version 7.14.6 and Version 7.15 of the TT Eurex Gateway. The enhancement is part of TT Gateways and client applications core functionality. Therefore, similar performance results will be seen by other TT Gateways that support the Enhanced Order/Fill Delivery architecture.

The following is a definition of the wire-to-wire tests for orders and fills:

  • Wire-to-Wire for orders: Total processing time from the time an order packet hits the gateway until the corresponding packet leaves the gateway on its way to the exchange.
  • Wire-to-Wire for fills: Total processing time between the fill execution report hitting the gateway from the exchange and matching that up to the corresponding TT fill packets leaving the gateway on its way to the client application.

Performance Results

Due to additional updates in the Order Server, single traders experience performance gains when routing orders through an X_TRADER workstation. The performance gains increase when single traders use multiple trading applications:

  • A trader using X_TRADER only: Order confirmations and fills travel up to 15% faster.
  • A trader using X_TRADER, X_TRADER API and Autospreader SE: Up to 40% faster.
  • X_TRADER, XTAPI and Autospreader SE, X_RISK and a Back Office FIX Adapter: Up to 66% faster.

The performance gains increase as more users share order and fill data. The following table shows the reduction in latency for subsequent users when compared to Version 7.14 gateways:

Gateway Message Delivery in Microseconds (µs)

TT Gateway 7.14

TT Gateway 7.15

Reduction

Testing with five (5) Users

1st User

266

140

47.36%

5th User

422

140

66.82%

Testing with ten (10) Users

1st User

457141

69.14%

10th User

779

141

81.89%

Bandwidth Measurements

The following results show that when sharing order and fill data between an increasing number of connected client applications to 7.15 gateways, the bandwidth utilization will remain the same. By comparison, the bandwidth utilization steadily increases if using 7.14 version of the Gateway.

Bandwidth measurements in Bytes sent per second

Number of Clients

TT Gateway 7.14

TT Gateway 7.15

Reduction

10

13,220

5,500

58.39%

20

25,389

5,500

78.33%

30

36,617

5,500

84.97%