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

[Djalma R. d. S. F. <drs...@gm...>]

Hi,

This really looks like the TCP buffer is getting full too fast. If possible,
try to set a larger TCP window or find and improve the bottleneck in your
application or in QuickFIX.

With my experience, I've noticed that even with a very fast application
routine in FromApp, QuickFIX is always faster when sending and much slower
when receiving and I believe that this is the main reason for the issue you
are reporting, which is not so uncommon for applications that use QF and
ocassionally are required to process at a higher rate.

In part this is a TCP issue, but I believe that the message receiving
process in QuickFIX must be optimized at some point in the long road where
the bytes travel in the engine.

{Recv}->{Parser}->{Validation}->[.NET Interop]->[Message
Cracker]->{Application Code}

I have some suspicions, but without a deeper investigation and some
profiling I would not dare to cast the first stone.

Djalma


On Feb 8, 2008 4:31 PM, Ajay Kamdar <Aja...@tr...> wrote:

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