{{Quickfixn}} Automatic resubscribe for market data after disconnect

[Øyvind Sævareid Ellefsen]

Ladies, gents;

I am facing some problems with my code, actually my engine does to much stuff while there are a lot of open positions in the system and rapid changes in the market causes my engine to not respond fast enough on heartbeats and disconnects.

The session reconnects and log on successfully automatically, but I would also like to resubscribe my market data when this happens. I have tried to put a marketdatarequest after a logon message, but it looks like the request is being sent too fast so it is not accepted by my counterparty.

Is there anyone who's got any experience with such thing, or have some clues to implement this?

Thanks in advance.

Mvh / Brgds
Oeyvind S. Ellefsen

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