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From: Edde <edd...@gm...> - 2006-07-05 10:35:28
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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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From: Oren M. <or...@qu...> - 2006-07-05 15:18:19
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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. > > Using Tomcat but need to do more? Need to support web services, > security? > Get stuff done quickly with pre-integrated technology to make your > job easier > Download IBM WebSphere Application Server v.1.0.1 based on Apache > Geronimo > http://sel.as-us.falkag.net/sel? > cmd=lnk&kid=120709&bid=263057&dat=121642 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Edde <edd...@gm...> - 2006-07-05 15:34:43
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> 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? Ooops, sorry. I thought Tag 52 was OrigSendingTime but it's called SendingTime which is a required field and the one I'm using. Cheers, /Eddie > > --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. > > > > Using Tomcat but need to do more? Need to support web services, > > security? > > Get stuff done quickly with pre-integrated technology to make your > > job easier > > Download IBM WebSphere Application Server v.1.0.1 based on Apache > > Geronimo > > http://sel.as-us.falkag.net/sel? > > cmd=lnk&kid=120709&bid=263057&dat=121642 > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > |
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