{{Quickfixn}} Quickfixn Digest, Vol 7, Issue 13

Wed May 16 18:16:50 PDT 2012

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. Át. This event i ask for
> marketdatarequest. Am o blocking qf while executing this event?
>
> Enviado via iPhone
>
> Em 16/05/2012, às 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
> > -------------- next part --------------
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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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> > End of Quickfixn Digest, Vol 7, Issue 13
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-- 
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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