Re: [Quickfixj-users] [Quickfix-developers] Timestamp in FileLog

[Oren M. <or...@qu...>]

Well, the presence of OrigSendingTime indicates that the message has  
been resent.  Is there any indication that the message was not  
successfully sent the first time?

--oren

On Jul 5, 2006, at 5:35 AM, Edde wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Guys,
>
> We've been experiencing some delay problems with our FIX application
> and are currently investigating our FIX logs and comparing these with
> our counterparty.
>
> I'm currently using QuickFIX/J but we had the same problems before
> when using the _jni version and QuickFIX 1.11.1.
>
> To try and narrow down the problem I've been comparing the timestamp
> added to the FileLogs (incl. millisecs) with the OrigSendTime (Tag 52)
> added by our counterparty. Since our server (running QuickFIX) is
> located within the same network as our counterparties FIX gateway I'd
> expect these times to be almost identical (the clocks are synchronized
> on the two servers).
>
> After comparing about 30 random messages from the FileLog I was
> surprized to see that there was a mean time difference of about 0.750s
> with a max diff reaching 1.8s. Since both servers are running on the
> same network this seems a bit strange to me. However, I'm not really
> sure what exact time in the pricessing chain the timestamp in the
> FileLog represents?
> Is this time created as soon as possible when the message arrives on
> the socket or is there significant processing involved before the
> message is written to the log?
>
> The same goes for the counterparty and Tag 52. Is this time added to
> the message just before it's being sent or is there any processing
> involved after Tag 52 has been added to the message?
>
> Any suggestions would be helpful and if anyone has other suggestions
> on how to track down these delays feel free to share them with me.
>
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