{{Quickfixn}} RES: Quickfixn Digest, Vol 7, Issue 15
Felipe Soares
felipe.soares at traderdata.com.br
Thu May 17 03:00:15 PDT 2012
Thomas,
We are constructing both sides intiator and aceptor and it´s running
inside our network, so bandwith it´s not our problem, since both process
are running on the same machine. I believe that it´s something like I send
too many messages from server to client. And for each message my client
sends a message to server requesting marketdata. At some point client stop
receving messages (the bizarre thing is that I can see in console that
server send 386 messages to client but this only receives 175 and I can´t
see in server console any of incoming messages that my client is sending).
I suppose that qf has some sort of queue internally, because he is saying
that sent the message, but the message wasn´t received by client....
I am getting confused!!
thanks
-----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 06:55
Para: quickfixn at lists.quickfixn.com
Assunto: Quickfixn Digest, Vol 7, Issue 15
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. Re: Quickfixn Digest, Vol 7, Issue 13 (Thomas Tomiczek)
2. Reordering Fields (Anjelo del Carmen)
3. Initiator hangs (Felipe Soares)
----------------------------------------------------------------------
Message: 1
Date: Thu, 17 May 2012 08:30:11 +0000
From: Thomas Tomiczek <t.tomiczek at nettecture.com>
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13
Message-ID:
<19374BA0F5DB024C85C2F851ABB37BFF3649A56B at exchange.nettecture.local>
Content-Type: text/plain; charset="utf-8"
Stupid question...
Do you have enough bandwidth?
MarketData in FIX - without FAST - is extremely inefficient network
bandwidth wise. 1000 symbols is also not something the other side may be
prepared to send (i.e. have you validated that this does not overload the
other end simply)?
I personally track around 200.000 symbols but - I do NOT do that with FIX,
I have a high end data feed coming in. 1000 symbols via FIX on an internet
style connection is a disaster waiting to happen. Better with FAST, but
then both sides need to support it.
I know a lot of endpoints that would simply not handle 10.000 market data
requests well.
Regards
Thomas
-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Felipe Soares
Sent: 17 May 2012 10:28
To: quickfixn at lists.quickfixn.com
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13
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
> scrubbed...
> URL:
> <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachme
> nts/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
------------------------------
Message: 2
Date: Thu, 17 May 2012 16:41:45 +0800
From: Anjelo del Carmen <anjelo2009 at live.com>
To: <quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} Reordering Fields
Message-ID: <BLU155-W4FDFD6D8460B3E0AE0849AB190 at phx.gbl>
Content-Type: text/plain; charset="iso-8859-1"
Hi guys and I need your help on this one.How can rearrange the field's
order on a message.Here's my
message:8=FIX.4.4?9=110?35=A?34=1?49=FS20120217-T?52=20120517-07:03:16.712
?56=CITIFX?98=0?108=30?141=Y?553=FS20120217?554=1FS20120217?10=250?
and I want it to be rearraged into something like
this:8=FIX.4.4?9=110?35=A?34=1?49=FS20120217-T?52=20120517-06:25:31.512?56
=CITIFX?553=FS20120217?554=1FS20120217?98=0?108=30?141=Y?10=248?
Thanks in advance!!
-------------- next part --------------
An HTML attachment was scrubbed...
URL:
<http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/
20120517/1e439d4f/attachment-0001.htm>
------------------------------
Message: 3
Date: Thu, 17 May 2012 06:28:07 -0300
From: Felipe Soares <felipe.soares at traderdata.com.br>
To: quickfixn at lists.quickfixn.com
Subject: {{Quickfixn}} Initiator hangs
Message-ID: <ab72ad17bd136fb518268d91ba6c8e5b at mail.gmail.com>
Content-Type: text/plain; charset=UTF-8
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? 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
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. 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:
> 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
> scrubbed...
> URL:
> <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachme
> nts/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
> ****************************************
------------------------------
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
-------------- next part --------------
An HTML attachment was scrubbed...
URL:
<http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/
20120516/f5a68129/attachment-0001.htm>
------------------------------
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
> scrubbed...
> URL:
> <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachme
> nts/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
End of Quickfixn Digest, Vol 7, Issue 14
****************************************
------------------------------
_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
End of Quickfixn Digest, Vol 7, Issue 15
****************************************
More information about the Quickfixn
mailing list