[Quickfix-developers] Problem with market datasnapshotfullRefresh

[Jacques, E. <Edu...@bt...>]

Hi all,

	Here we use the FIX 4.4 to sign market data, but we have a problem. In the evening we received a message with all trades executed in the exchange. This message is about 2 megabytes in size, but when it is received by the quickfix memory jumps to more than 2 gigabytes, making the application stop. This occurs because of the high memory usage by quickfix. Is there any way to reduce this increase of memory? What would be the best place where we would have to change the code to solve this stage reached?

Thanks,

Eduardo Jacques
BTG Pactual - IT Front Office BM&F
Praia de Botafogo, 501/5º andar, Botafogo
22250-040 Rio de Janeiro, RJ, Brasil
Telefone +55-21 3262 9617
Fax +55-21 3262 8600
edu...@bt...
www.btgpactual.com



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