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

[Phillip Wei]

Are you sending the market data subscription request after your own logon, or after their logon?  It seems like a problem on their side if they are rejecting your market data subscription after having already accepted a logon.  Is there something else going on - message throttling?

What you're describing doesn't quite make sense with the statement that your engine is doing too much stuff.  If your engine is doing too much stuff, then I'd think you are sending the request too slow (not too fast).

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Øyvind Sævareid Ellefsen
Sent: Wednesday, January 08, 2014 9:31 AM
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


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