{{Quickfixn}} Windows Time wobbles

[Dinko Papak]

Sure, probably tomorrow, as I cannot share it as is, but need to explain a few things.
 
Date: Fri, 28 Mar 2014 14:38:12 +0000
From: xmoon2000 at googlemail.com
To: quickfixn at lists.quickfixn.com
Subject: Re: {{Quickfixn}} Windows Time wobbles

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.
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Connamara Systems, LLC




Made-To-Measure Trading Solutions.Exactly what you need. No more. No less.
http://connamara.com







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