[Quickfix-developers] QuickFIX problem under high load

[Timothy Y. <ty...@pa...>]

We are currently encountering a hard to diagnose problem in a production FIX
market data server that uses QuickFIX (on Windows NT).

The market data server is generating 30 plus market data incremental
refreshes per second.

We occasionally (actually, once or twice a day) get a spurious error in
which the market data server rejects an input message due to bad CompID even
when the message is fine.  Any kind of input message could cause this,
including a heartbeat.   It seems that the problem always occurs when an
input message is received while an output message is being generated by
another thread.

Has anyone else come across a similar problem or done any stress tests that
could rule out QuickFIX as the culprit?
Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 


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