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General Q/A
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Re: Latency calculation
Sumit Kumar / Indus Valley Partners India Ltd. <>
18 Jun 2009 5:17AM ET > > I would like to know how the latency is to be calculated. Is that by
> > system wide message delivery through multiple line handlers? Is that
> > the time between an order message send out, and an Order ack received
> > a latency?
> I tested with a single FIX session, and delivered 5000 messages
> in a second.
Latency is a generic term, it depends on the level at which you are interested in calculating the latency. From connectivity point of view on buy side perspective, Latency is measured as the response time on your order messages. It is the time difference between your order message leaving your FIX gateway and the response (typically Ack)received from your couterparty. You can observe the latency by looking at the time stamps on your FIX logs Inbound and Outbound messages.
Re: Latency calculation
Sumit Kumar / Indus Valley Partners India Ltd. 18 Jun 2009 5:17AM ET
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