[This message was posted by Sumit Kumar of Indus Valley Partners India Ltd. <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/74ab899d - PLEASE DO NOT REPLY BY MAIL.]
> > 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. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
