Re: [Quickfix-developers] Timestamp in FileLog

[Edde <edd...@gm...>]

> Well, the presence of OrigSendingTime indicates that the message has
> been resent.  Is there any indication that the message was not
> successfully sent the first time?

Ooops, sorry. I thought Tag 52 was OrigSendingTime but it's called
SendingTime which is a required field and the one I'm using.

Cheers,
/Eddie

>
> --oren
>
> On Jul 5, 2006, at 5:35 AM, Edde wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi Guys,
> >
> > We've been experiencing some delay problems with our FIX application
> > and are currently investigating our FIX logs and comparing these with
> > our counterparty.
> >
> > I'm currently using QuickFIX/J but we had the same problems before
> > when using the _jni version and QuickFIX 1.11.1.
> >
> > To try and narrow down the problem I've been comparing the timestamp
> > added to the FileLogs (incl. millisecs) with the OrigSendTime (Tag 52)
> > added by our counterparty. Since our server (running QuickFIX) is
> > located within the same network as our counterparties FIX gateway I'd
> > expect these times to be almost identical (the clocks are synchronized
> > on the two servers).
> >
> > After comparing about 30 random messages from the FileLog I was
> > surprized to see that there was a mean time difference of about 0.750s
> > with a max diff reaching 1.8s. Since both servers are running on the
> > same network this seems a bit strange to me. However, I'm not really
> > sure what exact time in the pricessing chain the timestamp in the
> > FileLog represents?
> > Is this time created as soon as possible when the message arrives on
> > the socket or is there significant processing involved before the
> > message is written to the log?
> >
> > The same goes for the counterparty and Tag 52. Is this time added to
> > the message just before it's being sent or is there any processing
> > involved after Tag 52 has been added to the message?
> >
> > Any suggestions would be helpful and if anyone has other suggestions
> > on how to track down these delays feel free to share them with me.
> >
> > Using Tomcat but need to do more? Need to support web services,
> > security?
> > Get stuff done quickly with pre-integrated technology to make your
> > job easier
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> > cmd=lnk&kid=120709&bid=263057&dat=121642
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>