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FAST Protocol
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Re: FAST is Fast (was Re: FAST Complaints)
Rolf Andersson / Pantor Engineering
29 Jan 2010 12:24AM ET to put this in perspective, if you look at the propagation delay in a fiber connection, the light travels on the order of 100 meters in 480ns.
(speed of light in vacuum is roughly 30 meters / 100 ns, and speed is reduced by ~1/3 in fiber)
The standard deviation is obviously lower in this case ;)
/Rolf
> Here are some actual numbers from our system in production for Eurex
> and Xetra: The total time from the end of the incoming multicast
> packet to the start of the output packet: 480ns for the whole packet
> with a standard deviation of around 200ns.
>
> This includes the multicast stack, the FAST decoding, the order-book
> processing and reconstruction, the output generation and the output
> multicast stack.
>
> CME will be similar.
>
> So yes, FAST is fast :)
>
> Marc
Re: FAST is Fast (was Re: FAST Complaints)
Rolf Andersson / Pantor Engineering 29 Jan 2010 12:24AM ET
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