[Quickfix-developers] C# Memory growing fast

[Bristotti, F. <fer...@cr...>]

> Hi,
> 
> I am currently using QuickFIX 1.12.4. Memory grows fast when QuickFIX
> process a market data snapshot message, for instance the day I've
> received a snapshot with about 35000 trades (attached), memory grows
> to about 1.0G and my application crashes.
> 
> Taking a look on QuickFIX source code I could see that struct
> message_order ( MessageSorters.cpp ) allocates for each group a vector
> int[] size of the largest field in the group even if the group
> contains only two fields. The largest field in NoMDEntry group for
> BM&F market data is a custom field = 6032, thus for processing the
> message above QuickFIX allocates 6032 x ( 35000 trades ) x ( 4 bytes
> ).
> 
> I have changed the code in order to allocate a vector int[] size of
> the number of fields in the group, any suggestion?
> 
> Thanks,
> Fernando

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