Hardware Accelerated FIX Order Cancel System

Jun 27 2011 | 5:05pm ET

Original publication date: Mar 01, 2011
Author(s): Terry Stratoudakis

This paper presents a Hardware Accelerated FIX Order Cancel System. The open source FIX Engine, QuickFIX is accelerated using Field Programmable Gate Array (FPGA) technology. The acceleration is performed by an FPGA based network card which is optimized for QuickFIX. FIX 4.2 Order Cancel messages are generated entirely inside the FPGA. The latency from the Order Cancel trigger to when the first byte is on the wire is 314 nanoseconds. The latency from the Order Cancel trigger to when the first FIX Order Cancel message is entirely on the wire is 1,874 nanoseconds.


Back to All Library Documents

From the current issue of

Since the inception of Modern Trader, a core editorial theme has centered on the wisdom and power of crowds. Editorial emphasis has focused on companies and projects engaged in the collection and analysis of information. 

AVAILABLE NOW at BARNES & NOBLE

NEWSTAND LOCATOR