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High Performance Specifications

 

The High Performance Working Group (HPWG) 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 having completed the requirements statement.

The charter of the HPWG is to review and propose 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 latest documents resulting from the efforts of the HPWG addressing the various technical encodings for on-the-wire optimization. The encodings include Simple Binary Encoding (SBE), mapping to ASN.1 and mapping to Google Protocol Buffers. Additional documents address extensions to optimize the application layer and the new FIX Performance (FIXP) session layer.

Technical standards follow the FIX Technical Standard Proposal Process. Technical standard proposals follow a different process from gap analysis proposals as technical standards result in new standards within the FIX family of standards, which requires a more rigorous process. Extensions of the application layer follow the FIX Gap Analysis Proposal Process.

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

Please post to the discussion thread FIX for High Performance to provide general comments and feedback on this topic.

Application Layer Extensions for High Performance

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A full list of current and past files for Application Layer Extensions can be found here.

Simple Binary Encoding

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A full list of current and past files for SBE can be found here.

ASN.1 Mapping

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A full list of current and past files for ASN.1 can be found here.

Google Protocol Buffers Mapping

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A full list of current and past files for GPB can be found here.

FIX Simple Open Framing Header

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A full list of current and past files for FIX Simple Open Framing Header can be found here.

FIX Performance Session Layer

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A full list of current and past files for FIX Performance Session Layer can be found here.

 

Proposal Process

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