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Overview
FIX Latency Meter is a small tool that measures time difference between inbound and outbound FIX messages.
The tool intercepts inbound and outbound TCP packets containing FIX messages. All captured packets carry time stamps. This tool matches outbound packets with corresponding inbound packets using some kind of correlation key (Usually a value of FIX tags). Simple statistics (MIN/MAX/AVG) is printed out into console and log is recorded in CSV format.
This tool can monitor latency of live network traffic or process previously captured traffic in pcap format (for example produced by Wireshark).
This tool is based on jNetPcap library, which is in turn is a wrapper around libpcap.
###How precise is it? Out of the box tool provides microsecond precision. Timestamps come from libpcap (WinPcap) library, which in turn gets them from the operating system kernel. If the capture data is loaded from a capture file, Wireshark obviously gets the data from that file. WinPcap has 1 microsecond precision, while libpcap has nanosecond precision.
###How to use it
##Disclaimer
This tool has been tested with WinPcap version 4.1.3 and jNetPcap 1.4.r1425 on Windows 7 SP1 Professional.
This tool is provided "as is" without warranty of any kind and is to be used at your own risk.
This tool includes jNetPcap software developed by Sly Technologies and distributed under LGPL license free of charge and royalties.