{{Quickfixn}} Crack Message from String
Gaull, James
JGaull at ftportfolios.com
Mon Nov 4 11:10:24 PST 2013
Thank you very much for your reply. I will look into getting this to work with a FIX42.Message.
If it's not out of scope for this forum, I'd like to explain my thought process behind using the message queue. I need to be able to receive about 1000 messages per second through my C# application from the FIX hub we're using but I don't have a requirement to process all of these messages that quickly. I started out by writing code to process the execution report messages in the FromApp function but found that I was only able to process about 60 messages per second which was unacceptable since it will slow down the FIX hub. My thought was that if my FromAdmin function just writes the FIX messages to a queue, I could then have another process pop these FIX messages off the queue and I could process them without slowing down the FIX hub.
Maybe I'm overthinking this. I'd really be interested in hearing how others are delegating the processing of the messages so they're not slowing down the receiving of messages. But I understand this may be out of scope for this forum.
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Monday, November 04, 2013 10:53 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Crack Message from String
The cracker delegates to OnMessage using the (C#) Type of the Message. So you need to create a FIX42.Message instead of a Message in order for your call to crack() to work. See line 505 of Session.cs in the master branch to see how QF itself does this.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20131104/fa2350c0/attachment-0002.htm>
More information about the Quickfixn
mailing list