Re: [Quickfix-users] QuickFIXEngine user experience

[Nick E. <ni...@de...>]

Hi,

> I'm currently considering using the QuickFIXEngine
> and I'm looking for information from users who have
> had actual experience with it.  The particular
> areas of interest are
>
> - platform used on,
>       i.e., Windows, Linux, Solaris, FreeeBSD, MacOS, mainframe

I've been using quickfix on windows/linux/solaris for sometime.. The most 
annoying thing with quickfix is broken double parsing, because of atof() 
usage. So if your platform honors locale settings for atof() call (like 
Solaris) and your current locale settings have decimal separator other than 
'.' quickfix will silently drop fraction part on all of your pricess! 
(damn!) so be sure to set LC_NUMERIC=C prior to running any quickfix 
application.

> - reliability
There is quite a bit to do in this area.. (requires manual fixing and 
testing).
When runs as a client (initiator) does not handle properly out of sync 
message sequence situation regardless config settings (see bug #19 it seems 
to be there for ages).
When runs as server thread accepting connections silently exits on unknown 
fields in login message.

java port does not deal properly with classloaders.

> - performance

I do not really care about performance right now... I mean that order 
processing time is always much more than message parsing time. The only 
issue you _probably_ may have is high garbage rate in case you chose the 
most typesafe way programming quickfix. But in reality your order processing 
engine will become bottleneck much sooner.

The only case you should care about performance is when your are about to 
distribute market data (quotes) using fix... all the others are safe. :)

Hope it helps.