Hi all,
we are developing the QuickFix engine both for the Market Data and the order
route with java. We are using quickfix 4.2 protocol.
Normaly our program and quickfix api is working very good. But when the
markets price moving to fast, only our cruide oil's products
prices are frozen about 3 - 20 second. When we analyse our logs, we are
seeing, our price provider is cutting cruide oil price data and collecting
price during this frozen. And then sending all price in one message. ( Like
215 price in only one fix message after 20 second) When we speak these
guys,
they are saying, their software is cutting and collecting price -only cruide
oil- because of our quickfix engine client is too slow. But I can not
understand,
how can be this sitiuation happen; the session is not broking also all the
other prices are running.
we are watching all this logs on quickfix.Application class level and also
in our code, we have taken all the parsing process the fix message seperate
thread.
Is there any known quick fix engine performance problem with taking message?
Is that can be true ?
please help
Thanks.
Serdar
|
