Re: [Quickfix-users] disconnect at 00:00 GMT

[Malinka R. <ael...@gm...>]

below is my config file (in code read from a db), however i have found
another very similar disconnect, possibly related, possibly not (the 7:00
disconnect was also happening before on much different codes and showed up
about the time we switched to QF).

our provider polls their symbols for a change and if there is any sort of
change sends a whole snapshot of the market they poll at 20 times/second so
with 10 symbols that's up to 200 messages a second, we filter down any
appearing redundant after extracting the best bid/ask pair and then forward
them to the client, with one client after a variable period of time symbols
stop showing up and the app appears to be in a stand still no logs from
either QF or it, a co-worker thinks this could be related to too much
performance demand, we are disposing all QF messages, and when related to
tick data avoid using new memory where possible. Is this a possible behavior
for qf when the system is over taxed, or is there a possible reason this
would be happening in QF, also what are some (other than disposing messages)
way to improve performance?


(configuration outside of function contexts, with useful values replacing
variables)

dict.setLong("ReconnectInterval", 60);
dict.setBool("UseDataDictionary", true);
dict.setString("DataDictionary", "FIX42.xml");
dict.setLong("HeartBtInt", 30);
dict.setString("ConnectionType", "initiator");

m_dict.setString("BeginString", "FIX.4.2");
m_dict.setString("TargetCompID", target);
m_dict.setString("SenderCompID", sender);
m_dict.setLong("SocketConnectPort", Server.Port);
m_dict.setString("SocketConnectHost", Server.Host);

m_dict.setString("StartTime", DateTime.Parse
("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
m_dict.setString("EndTime", DateTime.Parse
("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));


On Jan 16, 2008 10:12 AM, Oren Miller <or...@qu...> wrote:

> Can you post your config file too?
>
> On Jan 15, 2008, at 7:34 PM, Malinka Rellikwodahs wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > i've made a C# implementation of QF that connects multiple clients
> > to a vendor for market data, and forwards the market data to the
> > clients, at about 19:00 EST 00:00 GMT i loose tick data, no log of
> > a disconnect the last logged message from vendor is just the last
> > tick i received, i set my stop time to 17:00 and stop time to 17:15
> > EST/EDT depending on DST due to vendor, and everything seems to
> > behave itself, until approximately 00:00 GMT
> >
> > is there any known cause of something like this, and if so what do
> > i need to do to fix it
> >
> > below is my session setting code values are pulled in from a DB and
> > i've replaced most of them with their actual values
> >
> > Dictionary dict = new Dictionary();
> >
> > dict.setLong("ReconnectInterval", 60);
> > dict.setBool("UseDataDictionary", true);
> > dict.setString("DataDictionary", "FIX42.xml");
> > dict.setLong("HeartBtInt", 30);
> > dict.setString("ConnectionType", "initiator");
> >
> > m_set.set(dict);
> >
> > m_dict.setString("BeginString", "FIX.4.2");
> > m_dict.setString("TargetCompID", target);
> > m_dict.setString("SenderCompID", sender);
> >
> > m_dict.setLong("SocketConnectPort", Server.Port);
> > m_dict.setString("SocketConnectHost", Server.Host);
> >
> > m_dict.setString("StartTime", DateTime.Parse
> > ("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
> > m_dict.setString("EndTime", DateTime.Parse
> > ("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));
> >
> > if (m_ses == null)
> >     m_ses = new SessionID("FIX.4.2", target, sender);
> > m_set.set(m_ses, m_dict);
> > ----------------------------------------------------------------------
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