Re: [Quickfixj-users] Capturing application message receive time in quickfixj

[Ankit M. <ank...@gm...>]

hello, wondering if anyone got a chance to have a look at this.

Thanks

On Wed, Apr 3, 2024 at 12:24 AM Ankit Mehta <ank...@gm...>
wrote:

> Hello all,
> We are using quickfixj to receive trade execution reports for various
> venues.
> We are interested in capturing certain network latency stats which is
> ideally the difference between the venue sending time which is stamped in
> tag 52 and the time message actually hit our application.
>
> Currently we stamp it under the fromApp method of the quickfixj
> application.
>
> The question I have is whether there is a better alternate way to capture
> the message received time somewhere in the socket layer, which can give us
> a more accurate picture of network latency.
>
> When I ran the application in DEBUG mode, I noticed that in the
> FixMesageDecoder class when the message is first parsed, the time at which
> the parsed message is printed is much earlier than the time it hits the
> fromApp method.
>
> That's why it's important for us to capture the receive time as early as
> possible so that we can figure out the network latency much more
> appropriately if not accurately.
>
> Eagerly looking forward to hearing some thoughts from you on this.
>
> Regards,
> Ankit
>