{{Quickfixn}} Initiator hangs
Felipe Soares
felipe.soares at traderdata.com.br
Thu May 17 02:28:07 PDT 2012
Ok I understood that while I ama t onMessage call-back I am blocking qf,
but what I do is raise na event, so it愀 really fast. Inside the event is
where I am asking for marketdataRequest. If I remove this request I am
able to receive 10000 symbols.
Is there a problem to have my initiator sending multiple messages to
acceptor at "same" time as acceptor is sending multiple messages to
initiator? Because for each symbol I send a marketdataRequest (I am not
using groups...I am using one request per symbol).
thabks
-----Mensagem original-----
De: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] Em nome de
quickfixn-request at lists.quickfixn.com
Enviada em: quinta-feira, 17 de maio de 2012 05:28
Para: quickfixn at lists.quickfixn.com
Assunto: Quickfixn Digest, Vol 7, Issue 14
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Today's Topics:
1. Re: Quickfixn Digest, Vol 7, Issue 13 (Felipe Soares)
2. Re: Quickfixn Digest, Vol 7, Issue 13 (Grant Birchmeier)
3. Re: Quickfixn Digest, Vol 7, Issue 13 (Felipe Soares)
----------------------------------------------------------------------
Message: 1
Date: Wed, 16 May 2012 21:59:24 -0300
From: Felipe Soares <felipe.soares at traderdata.com.br>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13
Message-ID: <3D066775-B218-420C-BE6D-E1437281B347 at traderdata.com.br>
Content-Type: text/plain; charset=utf-8
Inside my onmessage event i am raising an event. ?t. This event i ask for
marketdatarequest. Am o blocking qf while executing this event?
Enviado via iPhone
Em 16/05/2012, ?s 19:15, quickfixn-request at lists.quickfixn.com escreveu:
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> Today's Topics:
>
> 1. Message Limits (Felipe Soares)
> 2. Re: Message Limits (Mike Gatny)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 16 May 2012 16:48:19 -0300
> From: Felipe Soares <felipe.soares at traderdata.com.br>
> To: quickfixn at lists.quickfixn.com
> Subject: {{Quickfixn}} Message Limits
> Message-ID: <719684e7cfc8ceb654a1af218f9efee8 at mail.gmail.com>
> Content-Type: text/plain; charset="windows-1252"
>
> Hi,
>
>
>
> I am new to quickfix/n and having some doubts about it:
>
>
>
> - Message size limt, is there any size limit? For instance for
> sending securityDefinitiion should I send one by one? Or with a group?
>
> - After I receive all my securitites I send a message with
> MarketDataRequest for each symbol in a separate message.
>
>
>
> For some reason my client hangs at some point?nothing happens after it
> hanged?I can?t get the session to heartbeat?.
>
>
>
> I am sending something around 10000 requests each one in one
> message?.is this a problem?
>
>
>
> Regards
>
> Felipe
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> ------------------------------
>
> Message: 2
> Date: Wed, 16 May 2012 15:12:51 -0500
> From: Mike Gatny <mgatny at connamara.com>
> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
> Subject: Re: {{Quickfixn}} Message Limits
> Message-ID:
>
> <CAA1-azN-b=+XM2ywCVwrZBKqrpZKOjUpCxah4CcRrjhExb7Htw at mail.gmail.com>
> Content-Type: text/plain; charset="iso-8859-1"
>
> On Wed, May 16, 2012 at 2:48 PM, Felipe Soares <
> felipe.soares at traderdata.com.br> wrote:
>
>> Message size limt, is there any size limit? For instance for sending
>> securityDefinitiion should I send one by one? Or with a group?
>>
>
>
>> After I receive all my securitites I send a message with
>> MarketDataRequest for each symbol in a separate message.
>>
>
> The standard FIX SecurityDefinitionRequest and MarketDataRequest
> messages allow you to request multiple symbols in one message (one per
> group). Your counterparty may not use plain vanilla FIX
> messages/semantics, of course, so check their documentation. From
> experience, I would say it is probably not practical to request 10000
symbols in one message (or on one Session).
> I don't think there is any hard limit in qf/n that will stop you from
> trying, but even if you successfully subscribe to 10000 symbols, you
> are probably going to experience performance issues trying to handle
> that much data on one Session. And naturally, the more heavily
> quoted/traded the symbols are, the more messages you will have, and
> hence more potential for performance problems.
>
> Note that when you are handling a FIX message, i.e. during the
> fromApp()/onMessage() callbacks, you are on the qf/n thread and thus
> blocking qf/n from handling the next message. So you want to return
> from
> fromApp()/onMessage() as quickly as possible so that qf/n can continue
> processing. If you are doing a lot of work in fromApp()/onMessage()
> or making blocking calls there, consider queuing the work onto a
> separate thread so that you can return more quickly. Also, if
> possible, consider setting up more than one Session with your
> counterparty so that you can split up the 10000 symbols across
> multiple Sessions (and thus maybe even multiple applications). This
> way, you give yourself the ability to configure your way out of
> performance issues. For example with this design, if you realize that
> a handful of symbols are the most heavily quoted/traded, you can move
> them to a separate Session, maybe even on a different server.
>
> --
> Mike Gatny
> Connamara Systems, LLC
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>
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> Quickfixn mailing list
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> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
> End of Quickfixn Digest, Vol 7, Issue 13
> ****************************************
------------------------------
Message: 2
Date: Wed, 16 May 2012 20:16:50 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13
Message-ID:
<CAMq4opP2nbyKFT2q30PeHdxK2OQYPdDRnmy-fF656U4E-u2aMg at mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
Yes, since OnMessage() is called within FromApp()=>crack(), your
OnMessage() call will block any future calls to FromApp().
You should return from OnMessage() as soon as you are able to, and push
any time-consuming processing to a different thread.
On Wed, May 16, 2012 at 7:59 PM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:
> Inside my onmessage event i am raising an event. ?t. This event i ask
> for marketdatarequest. Am o blocking qf while executing this event?
>
> Enviado via iPhone
>
> Em 16/05/2012, ?s 19:15, quickfixn-request at lists.quickfixn.com escreveu:
>
> > Send Quickfixn mailing list submissions to
> > quickfixn at lists.quickfixn.com
> >
> > To subscribe or unsubscribe via the World Wide Web, visit
> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> > or, via email, send a message with subject or body 'help' to
> > quickfixn-request at lists.quickfixn.com
> >
> > You can reach the person managing the list at
> > quickfixn-owner at lists.quickfixn.com
> >
> > When replying, please edit your Subject line so it is more specific
> > than "Re: Contents of Quickfixn digest..."
> >
> >
> > Today's Topics:
> >
> > 1. Message Limits (Felipe Soares)
> > 2. Re: Message Limits (Mike Gatny)
> >
> >
> > --------------------------------------------------------------------
> > --
> >
> > Message: 1
> > Date: Wed, 16 May 2012 16:48:19 -0300
> > From: Felipe Soares <felipe.soares at traderdata.com.br>
> > To: quickfixn at lists.quickfixn.com
> > Subject: {{Quickfixn}} Message Limits
> > Message-ID: <719684e7cfc8ceb654a1af218f9efee8 at mail.gmail.com>
> > Content-Type: text/plain; charset="windows-1252"
> >
> > Hi,
> >
> >
> >
> > I am new to quickfix/n and having some doubts about it:
> >
> >
> >
> > - Message size limt, is there any size limit? For instance
for
> > sending securityDefinitiion should I send one by one? Or with a group?
> >
> > - After I receive all my securitites I send a message with
> > MarketDataRequest for each symbol in a separate message.
> >
> >
> >
> > For some reason my client hangs at some point?nothing happens after
> > it hanged?I can?t get the session to heartbeat?.
> >
> >
> >
> > I am sending something around 10000 requests each one in one
> > message?.is this a problem?
> >
> >
> >
> > Regards
> >
> > Felipe
> > -------------- next part -------------- An HTML attachment was
> > scrubbed...
> > URL: <
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachmen
> ts/20120516/912fc213/attachment.html
> >
> >
> > ------------------------------
> >
> > Message: 2
> > Date: Wed, 16 May 2012 15:12:51 -0500
> > From: Mike Gatny <mgatny at connamara.com>
> > To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
> > Subject: Re: {{Quickfixn}} Message Limits
> > Message-ID:
> >
> > <CAA1-azN-b=+XM2ywCVwrZBKqrpZKOjUpCxah4CcRrjhExb7Htw at mail.gmail.com>
> > Content-Type: text/plain; charset="iso-8859-1"
> >
> > On Wed, May 16, 2012 at 2:48 PM, Felipe Soares <
> > felipe.soares at traderdata.com.br> wrote:
> >
> >> Message size limt, is there any size limit? For instance for
> >> sending securityDefinitiion should I send one by one? Or with a
group?
> >>
> >
> >
> >> After I receive all my securitites I send a message with
> >> MarketDataRequest for each symbol in a separate message.
> >>
> >
> > The standard FIX SecurityDefinitionRequest and MarketDataRequest
> > messages allow you to request multiple symbols in one message (one per
group).
> Your
> > counterparty may not use plain vanilla FIX messages/semantics, of
> > course, so check their documentation. From experience, I would say
> > it is
> probably
> > not practical to request 10000 symbols in one message (or on one
> Session).
> > I don't think there is any hard limit in qf/n that will stop you
> > from trying, but even if you successfully subscribe to 10000
> > symbols, you are probably going to experience performance issues
> > trying to handle that
> much
> > data on one Session. And naturally, the more heavily quoted/traded
> > the symbols are, the more messages you will have, and hence more
> > potential
> for
> > performance problems.
> >
> > Note that when you are handling a FIX message, i.e. during the
> > fromApp()/onMessage() callbacks, you are on the qf/n thread and thus
> > blocking qf/n from handling the next message. So you want to return
> > from
> > fromApp()/onMessage() as quickly as possible so that qf/n can
> > continue processing. If you are doing a lot of work in
> > fromApp()/onMessage() or making blocking calls there, consider
> > queuing the work onto a separate thread so that you can return more
> > quickly. Also, if possible, consider setting up more than one
> > Session with your counterparty so that you can split up the 10000
> > symbols across multiple Sessions (and thus maybe even multiple
> > applications). This way, you give yourself the ability to configure
> > your way out of performance issues. For example with this design,
> > if you realize that a handful of symbols are the most heavily
> > quoted/traded, you can move them to a separate Session, maybe even on
a different server.
> >
> > --
> > Mike Gatny
> > Connamara Systems, LLC
> > -------------- next part -------------- An HTML attachment was
> > scrubbed...
> > URL: <
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachmen
> ts/20120516/cd8d222e/attachment.htm
> >
> >
> > ------------------------------
> >
> > _______________________________________________
> > Quickfixn mailing list
> > Quickfixn at lists.quickfixn.com
> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >
> >
> > End of Quickfixn Digest, Vol 7, Issue 13
> > ****************************************
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com
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Message: 3
Date: Thu, 17 May 2012 05:27:59 -0300
From: Felipe Soares <felipe.soares at traderdata.com.br>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13
Message-ID: <A9CC391E-4893-4D1E-BFB8-23C1DE1B0DD6 at traderdata.com.br>
Content-Type: text/plain; charset=utf-8
Maybe the problem is that inside my onmessage securitydefinition
(response) i have a session.sendtotarget, requesting marketdata. That
processo happens 10000 times. Is this wrong that i am doing?
Regards
Enviado via iPhone
Em 16/05/2012, ?s 19:15, quickfixn-request at lists.quickfixn.com escreveu:
> Send Quickfixn mailing list submissions to
> quickfixn at lists.quickfixn.com
>
> To subscribe or unsubscribe via the World Wide Web, visit
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> or, via email, send a message with subject or body 'help' to
> quickfixn-request at lists.quickfixn.com
>
> You can reach the person managing the list at
> quickfixn-owner at lists.quickfixn.com
>
> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of Quickfixn digest..."
>
>
> Today's Topics:
>
> 1. Message Limits (Felipe Soares)
> 2. Re: Message Limits (Mike Gatny)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 16 May 2012 16:48:19 -0300
> From: Felipe Soares <felipe.soares at traderdata.com.br>
> To: quickfixn at lists.quickfixn.com
> Subject: {{Quickfixn}} Message Limits
> Message-ID: <719684e7cfc8ceb654a1af218f9efee8 at mail.gmail.com>
> Content-Type: text/plain; charset="windows-1252"
>
> Hi,
>
>
>
> I am new to quickfix/n and having some doubts about it:
>
>
>
> - Message size limt, is there any size limit? For instance for
> sending securityDefinitiion should I send one by one? Or with a group?
>
> - After I receive all my securitites I send a message with
> MarketDataRequest for each symbol in a separate message.
>
>
>
> For some reason my client hangs at some point?nothing happens after it
> hanged?I can?t get the session to heartbeat?.
>
>
>
> I am sending something around 10000 requests each one in one
> message?.is this a problem?
>
>
>
> Regards
>
> Felipe
> -------------- next part -------------- An HTML attachment was
> scrubbed...
> URL:
> <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachme
> nts/20120516/912fc213/attachment.html>
>
> ------------------------------
>
> Message: 2
> Date: Wed, 16 May 2012 15:12:51 -0500
> From: Mike Gatny <mgatny at connamara.com>
> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
> Subject: Re: {{Quickfixn}} Message Limits
> Message-ID:
>
> <CAA1-azN-b=+XM2ywCVwrZBKqrpZKOjUpCxah4CcRrjhExb7Htw at mail.gmail.com>
> Content-Type: text/plain; charset="iso-8859-1"
>
> On Wed, May 16, 2012 at 2:48 PM, Felipe Soares <
> felipe.soares at traderdata.com.br> wrote:
>
>> Message size limt, is there any size limit? For instance for sending
>> securityDefinitiion should I send one by one? Or with a group?
>>
>
>
>> After I receive all my securitites I send a message with
>> MarketDataRequest for each symbol in a separate message.
>>
>
> The standard FIX SecurityDefinitionRequest and MarketDataRequest
> messages allow you to request multiple symbols in one message (one per
> group). Your counterparty may not use plain vanilla FIX
> messages/semantics, of course, so check their documentation. From
> experience, I would say it is probably not practical to request 10000
symbols in one message (or on one Session).
> I don't think there is any hard limit in qf/n that will stop you from
> trying, but even if you successfully subscribe to 10000 symbols, you
> are probably going to experience performance issues trying to handle
> that much data on one Session. And naturally, the more heavily
> quoted/traded the symbols are, the more messages you will have, and
> hence more potential for performance problems.
>
> Note that when you are handling a FIX message, i.e. during the
> fromApp()/onMessage() callbacks, you are on the qf/n thread and thus
> blocking qf/n from handling the next message. So you want to return
> from
> fromApp()/onMessage() as quickly as possible so that qf/n can continue
> processing. If you are doing a lot of work in fromApp()/onMessage()
> or making blocking calls there, consider queuing the work onto a
> separate thread so that you can return more quickly. Also, if
> possible, consider setting up more than one Session with your
> counterparty so that you can split up the 10000 symbols across
> multiple Sessions (and thus maybe even multiple applications). This
> way, you give yourself the ability to configure your way out of
> performance issues. For example with this design, if you realize that
> a handful of symbols are the most heavily quoted/traded, you can move
> them to a separate Session, maybe even on a different server.
>
> --
> Mike Gatny
> Connamara Systems, LLC
> -------------- next part -------------- An HTML attachment was
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>
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>
>
> End of Quickfixn Digest, Vol 7, Issue 13
> ****************************************
------------------------------
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