[Quickfix-developers] RE: QuickFIX problem under high load

[Jon D. <jd...@li...>]

We have a market data implementation as well that is not in production =
but runs simulated load testing. Under high stress, the service =
disconnects all clients.

We have not implemented the ThreadedSocketAcceptor as of yet(we noticed =
a thread implementation bug in the Windows implementation before they =
were changed).

Our highest load test sends out ~100 market data messages per second =
with 10 clients connected. I'm thinking if there isn't a problem with =
the Quickfix Library, the Windows network socket buffers could be =
drained and would result in all clients getting dropped.

Another problem I saw was once the clients reconnected, the message =
sequence numbers were off resulting in a number of previous messages =
being resent to all clients that reconnected.

Jon Dahl
Liquidity Direct, LLC