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performance.txt
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performance.txt
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[Feed Handler Statistics]
Corrupt Messages 3862
Good Messages: 309330
Duplicate Adds: 165
Trades Missing Orders: 1925
Cancels for Missing ID's: 1800
Modifies for Missing ID's: 1977
Crossed Book: 53253
Invalid Quantities: 2089
Invalid Prices: 2379
Invalid IDs: 1950
Performance results for [AddOrder] (unit: nanoseconds)
Samples: 137872
Min: 321
Max: 35505
Mean: 509
Median: 484
[Percentiles]
10th: 414
20th: 435
50th: 484
70th: 523
90th: 600
95th: 658
99th: 1005
99.99th: 7106
Performance results for [ModifyOrder] (unit: nanoseconds)
Samples: 33944
Min: 320
Max: 9143
Mean: 553
Median: 539
[Percentiles]
10th: 412
20th: 435
50th: 539
70th: 597
90th: 690
95th: 773
99th: 1014
99.99th: 6339
Performance results for [RemoveOrder] (unit: nanoseconds)
Samples: 31645
Min: 320
Max: 8895
Mean: 563
Median: 547
[Percentiles]
10th: 468
20th: 493
50th: 547
70th: 589
90th: 661
95th: 705
99th: 886
99.99th: 7279
Performance results for [Trade] (unit: nanoseconds)
Samples: 105995
Min: 188
Max: 59733
Mean: 1303
Median: 1252
[Percentiles]
10th: 1113
20th: 1151
50th: 1252
70th: 1329
90th: 1504
95th: 1650
99th: 2238
99.99th: 10186
Performance results for [MidQuote Print] (unit: nanoseconds)
Samples: 309330
Min: 90
Max: 39061
Mean: 746
Median: 679
[Percentiles]
10th: 604
20th: 625
50th: 679
70th: 741
90th: 859
95th: 958
99th: 1527
99.99th: 8097
Performance results for [Book Print] (unit: nanoseconds)
Samples: 31767
Min: 2903
Max: 487690
Mean: 217123
Median: 161545
[Percentiles]
10th: 59326
20th: 92200
50th: 161545
70th: 315877
90th: 420012
95th: 438836
99th: 462155
99.99th: 484325