Re: [Quickfix-users] TCP/IP Connection drops

[Joerg T. <Joe...@ma...>]

Hi Nikhil,

> What is the general experience regarding TCP connections being dropped 
> from time to time, especially when connecting across the Pacific to 
> South Korea, for instance? In other words, if you using a regular 
> Internet connection to connect to a FIX counterparty, does the FIX 
> engine have to reconnect periodically due to a dropped connection?

Yes, this may happen. Either the TCP/IP notices the connection drop, 
then you get disconnected immediately. Or a Heartbeat timeout occurs:
If the counterparty does not send message for a distinct period of time 
(heartbeat interval), it should at least send a heartbeat. If QuickFIX 
does not get any message (or heartbeat) for some time, it sends an 
explicit TestRequest(SOME_TAG) which has to be answered by a 
Heartbeat(SOME_TAG). If the counterparty fails to answer, the connection 
is regarded as dead and QuickFIX drops the connection.

On reconnect, the sequence numbers are checked and missing message will 
be resent.

> If so, what is average time period between reconnects?

For initiators (clients), you can set 3 configuration variables:

ReconnectInterval - Time between reconnection attempts in seconds.
HeartBtInt 	  - Heartbeat interval in seconds.
LogonTimeout      - Number of seconds to wait for a logon response
                     before disconnecting.

The first applies only if a disconnect has been detected and the 
initiator tries to reconnect.

The HeartBtInt is set by the initiator, but applies for both sides:

If QuickFIX gets for 1.2*HeartBtInt seconds no messages from the other 
side, it sends a TestRequest. Then it waits another 1.2*HeartBtInt 
seconds. If no answer has arrived, it disconnects.

The LogonTimeout is just for logging in if the other side does not 
answer (for several reasons: sequence number too low, wrong SenderCompID 
etc.).

In summary, if your connection breaks, you need between 1.2*HeartBtInt 
and 2.4*HeartBtInt seconds to detect that and another ReconnectInterval 
seconds to reconnect.

Hope that helps, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen