Re: [Quickfix-users] Two more questions about QuickFix

[Ajay K. <Aja...@tr...>]

Dan, 

You should also take a look at the application specific processing logic
in the fromApp() method and determine how long it takes to run, because
it too could be contributing to the slow processing of FIX messages sent
by your counter party.

- Ajay

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Dan
Guo
Sent: Friday, February 08, 2008 1:03 PM
To: qui...@li...
Subject: [Quickfix-users] Two more questions about QuickFix

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Everyone!

we notice two issues and want to hear whether anyone knows what is going
on.

1. when i sent FIX msgs at higher rate (10 msg per second), there seems
a longer latency for the msg to hit market.

   i have strong suspecion QuickFix responsible for the longer latency,
as i isolated other segments' contributions to the overall latency. 

   can anyone comment on this? 

2. our broker's network engineers noticed there is TCP back-pressure
alert on their site. It basically means the FIX messages got queued on
our broker's side. Either because our network connection is not adequate
or (and) our QuickFix code cannot process them fast enough. 

  did anyone in this list encounter the similiar issue? any comments?

Thank you in advance. 

Dan

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