Re: [Quickfix-developers] Perofrmance Issues

[<or...@qu...>]

Sure, we are always open to this kind of dialogue.  QuickFIX was not
originally designed for large volume market data, but that doesn't mean
we can't adapt it to the purpose.  I would love to hear any ideas you
have regarding this.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Perofrmance Issues
> From: "Ian Beard" <Ia...@ar...>
> Date: Wed, October 22, 2008 8:38 am
> To: <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hi,
> 
>  
> 
> Arcontech currently use QuickFix for processing very large volumes of
> data. We are having serious issues when we exceed 2000 messages per
> seconds using Market Data (C++ Libs). There is a serious issue with
> regards memory allocation and re-allocation causing severe performance
> degradation. We have individual instruments receiving over 100 updates
> per second because our feed source combines level 1 data from over 6
> exchanges.
> 
>  
> 
> One side effect is that a single CPU (there being typically 4 CPUs on
> our servers) runs at 100% (the QuickFix thread) and we get over 200,000
> (two hundred thousand) page faults per second.
> 
>  
> 
> I did try linking the Boost memory library into the system. Two things
> resulted: Page faults went down to 2000 per second but memory ran out in
> a few seconds as your interface to the boost library was not completed
> and is not workable.
> 
>  
> 
> I think a slight change in the way you allocate and release memory needs
> to be done in order for this system to be useable with large volumes of
> Market Data.
> 
>  
> 
> Is there any chance a dialogue can be established between the QuickFix
> development team and developers here at Arcontech regards Market Data
> performance and the C++ QuickFix Libraries?
> 
>  
> 
>  
> 
> Kind Regards
> 
>  
> 
> Ian Beard
> Arcontech Limited / KTS PLC
> 8th Floor, Finsbury Tower
> 103-105 Bunhill Row
> LONDON  EC1Y 8LZ
> Switchboard: 020 7256 2300  
> 
>  
> 
> Email: ia...@ar... Web: www.arcontech.com
> 
>  
> 
> Disclaimer Notice: This email, and any files transmitted with it, is
> confidential and intended solely for the use of the individual or entity
> to whom it is addressed. If you have received this mail in error please
> notify Arcontech Limited on +44 (0) 20 7256 2300 or
> email:ma...@ar.... It is the responsibility of the recipient to
> ensure that it is virus free and no responsibility is accepted by
> Arcontech Limited for any loss or damage arising in any way from its
> use.
>  
> 
> Company No: 1350766   VAT: 242 5757 56<hr>-------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
> Build the coolest Linux based applications with Moblin SDK & win great prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers