[Quickfix-developers] it there known quickfix performance problem ?
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From: serdar o. <ser...@gm...> - 2008-10-09 15:57:41
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Hi all, we are developing the QuickFix engine both for the Market Data and the order route with java. We are using quickfix 4.2 protocol. Normaly our program and quickfix api is working very good. But when the markets price moving to fast, only our cruide oil's products prices are frozen about 3 - 20 second. When we analyse our logs, we are seeing, our price provider is cutting cruide oil price data and collecting price during this frozen. And then sending all price in one message. ( Like 215 price in only one fix message after 20 second) When we speak these guys, they are saying, their software is cutting and collecting price -only cruide oil- because of our quickfix engine client is too slow. But I can not understand, how can be this sitiuation happen; the session is not broking also all the other prices are running. we are watching all this logs on quickfix.Application class level and also in our code, we have taken all the parsing process the fix message seperate thread. Is there any known quick fix engine performance problem with taking message? Is that can be true ? please help Thanks. Serdar |