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

[Øyvind Sævareid Ellefsen]

Hi Thomas,
I agree upon that, but that will be in the next release, so I was just hunting for "quick" solution meanwhile.. :)

Mvh / Brgds
Oyyvind S. Ellefsen

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Thomas Tomiczek
Sent: 8. januar 2014 15:33
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Automatic resubscribe for market data after disconnect

I would likely say you do too much in the Quickfix processing loop. You should not do anything else than cracking the message (maybe even not that) and forward it to a queue for another thread to process it.

From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Øyvind Sævareid Ellefsen
Sent: 08 January 2014 15:31
To: Mailing list for QuickFIX/n
Subject: {{Quickfixn}} Automatic resubscribe for market data after disconnect

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

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20140108/dea5d46d/attachment-0002.htm>