Analyzing Fix Transactions - Network Instruments GigaStor User Manual

detected? Proximity analysis shows you what was occurring on your network at or around the time the
anomaly was detected. When a multicast gap is detected you want to quickly understand what may
have caused it.
Microburst intelligence: A microburst is an unusually large amount of data in a short time frame that
saturates your network and adds to latency. Excessive microbursts, either in duration or utilization
impact multicast streams and/or trading activity. You want to swiftly locate the time and cause of these
microbursts, but given the enormous amount of data that crosses your network, this process can be
difficult. With a GigaStor probe, the microburst analysis is fully automated after you define duration
and utilization thresholds. You can sort through hours of collected data, alarm when thresholds are
exceeded, and report on trends. You can rapidly correlate microbursts to degraded response time. Using
the trending reports you can proactively address trends before they impact performance.
FIX capabilities: FIX is a transport protocol used between trading companies. It contains what kind
of trades are occurring (buy or sell), who is doing the trading, what the order ID is. Observer has full
decode support for FIX (4.2, 4.4) along with support for all of the most significant FIX commands. If you
need extended capabilities for monitoring FIX beyond what is available in Observer, you can create
customized profiles. Using its FIX analytics, Observer can quantify execution times with transaction-by-
transaction analysis and send alarms when specific conditions are met. You can use filters to parse vast
amounts of traffic quickly by trading station, time, and many other parameters.

Analyzing FIX transactions

The Financial Information eXchange (FIX) protocol is an electronic communications protocol used for
international real-time exchange of information related to the securities transactions and markets.
If you need visibility into the FIX protocol you must be able to see and use the raw packet data in the area above
the header. The GigaStor probe provides you access to it.
Use the FIX Analysis tab in the GigaStor Control Panel to highlight only FIX data and to select of the timeframe
in question. The capability to filter on a trade by order ID for further analysis or to validate a specific transaction
can be accomplished from this point. Use the filtering available in the GigaStor Control Panel to identify specific
issues with a FIX transaction. And, finally, graph a response time graph for those transactions.
60 | GigaStor™ (pub. 25.Apr.2014)