{{Quickfixn}} Windows Time wobbles

[xmoon 2000]

Dinko,

Thanks very much for your comments.

Would you be willing to share your logging code?

I would like to install it in what I have here.

Moon


On 27 March 2014 22:41, Dinko Papak <rimokatolik at outlook.com> wrote:

> I am also new to FIX and QuickFixN, but I am experienced developer. This
> is not acceptable for me and I have created my own logging, which is easy
> to do for QuickFixN (thank you). I am using ETW in Windows, and generate
> events and listen to them on another thread and save to my log file, so
> that FIX work is not affected at all. ETW offers highest precision possible
> and is extremely fast. Performance is crucial for me as I am doing Forex
> application and I can receive many offers in a given ms. I want to know
> exact timestamps, so I can evaluate perf of the system, including how much
> time actually take to make a trade, or from request to response, ...
>
> Default logging also saves offers with all other messages, which is
> usually just a noise, so in my logging I separate them to other files. This
> way also I can easily import them to database for further analysis.
>
> Other thing I did not like with default logging is that saves passwords to
> log file. I am running my code on VPS and definitely don't want that to
> happen.
>
> Thanks,
> Dinko
>
> ------------------------------
> Date: Wed, 26 Mar 2014 15:43:36 +0000
> From: xmoon2000 at googlemail.com
> To: quickfixn at lists.quickfixn.com
> Subject: Re: {{Quickfixn}} Windows Time wobbles
>
> Grant,
>
> Always go with a good vibe...
>
> I am new to QuickFix, but have created several  non-FIX clients.
>
> It's a nice to have, when you wish to ensuring that the Server API (from
> an ECN) is sending the messages as low-latency as possible it can be useful.
>
> I usually log ClockCycles along with the Times so that you can at least
> judge the real gap between log messages.
>
> Moon
>
>
> On 26 March 2014 15:29, Grant Birchmeier <gbirchmeier at connamara.com>wrote:
>
> Heh, no kidding.  I guess I'm not exactly surprised.
>
> This is a new one.  No one has every accused our log timestamps of not
> being precise enough.  I don't have a solution for you.
>
> I must ask, is this really a big problem for you?  You have only recently
> joined this list, so I suspect you probably don't have a very mature
> application yet.  I'm getting a premature-optimization vibe from this
> question, as if you're trying to solve a problem that hasn't actually
> occurred.
>
>
> On Wed, Mar 26, 2014 at 10:10 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>
> It does:
>
>
> http://stackoverflow.com/questions/15109344/how-to-get-time-at-higher-accuracy-than-timer-tick-15ms-on-windows-xp
>
>
> On 26 March 2014 15:03, Grant Birchmeier <gbirchmeier at connamara.com>wrote:
>
> It does?
>
>
> On Wed, Mar 26, 2014 at 4:39 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>
> Hi Guys,
>
> As you are aware Windows timer wobbles by 15/20ms.
>
> Have you any solutions that would make the timer used in QuickFix logging
> more accurate?
>
> Moon
>
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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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> --
> 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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