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High Performance Specifications

 

The High Performance Working Group started meeting in June 2012 with the objective to optimize FIX for high frequency transactions. The HPWG picked up where the High Performance Interface Working Group left off, after the HPIWG completed the requirements statement.

The charter of the HPWG is to review and proposal solutions addressing three key areas:

FIX Application level optimization

  • support of "lean" messages
  • optimize FIX application level semantics for high performance applications

FIX Presentation level optimization

  • support encodings to optimize encoding/decoding speed versus bandwidth usage
  • support basic historical data management (applied to template-based feeds)

FIX Session level optimization

  • support quick recovery options
  • support additional recovery models
  • provide ability to negotiate advanced features, such as encoding, session recovery level

This page provides the documents resulting from the efforts of the High Performance Working Group's sub-groups addressing the various technical encoding for on-the-wire optimization. The encoding include Simple Binary Encoding (SBE), mapping to ASN.1 and mapping to Google Protocol Buffers.

These encoding technical proposals will be following the FIX Technical Standard Proposal Process. Technical standard proposals follow a different process from gap analysis proposals process as technical standards results in new standards within the FIX family of standards, which requires a more rigorous process. The process can be found here.

To provide comments and feedback please post to the following discussion threads in General Q/A:

ASN.1 Mapping

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Google Protocol Buffers Mapping

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Simple Binary Encoding

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Technical Standards Proposal Process

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