[Quickfix-developers] QuickFix performance?

[Rick L. <ric...@gm...>]

Greetings,

Is there any documentation regarding the performance (e.g. message 
throughput capabilities) of QuickFix?  I'm running into issues where it 
seems that I'm receiving messages too slowly (I emailed the list a 
couple days ago regarding fill notifications -- namely, if I place an 
immediate-fill order for, say, 1000 contracts, it takes nearly 2.5 
seconds to receive all of the fill notifications).  This may have 
something to do with the CME (perhaps on the environment on which I'm 
testing they throttle fill notifications) but I don't believe this is 
the case.  I've pretty much eliminated any other threading/etc. that my 
application is doing to try to isolate the performance solely to 
QuickFix and I'm still seeing the same results.

Has anyone run into this before, and is there some advice as to why 
these notifications might be taking so long to be processed?

Thanks,
RL