{{Quickfixn}} Heart Beat Messages

[Amar Parmar]

Hi Grant,
I am handling things within the OnMessage call back,
public void OnMessage(QuickFix.FIX42.ExecutionReport m, SessionID s)
        {
            //Here we need to handle all the different ExecType (Tag 150)
            Console.WriteLine("Received execution report");
            ExecTypeHandler exType = new ExecTypeHandler();
            exType.execTypeHandler(m);
        }
I don’t think it takes too long, but just in case how would you suggest setting up a worker thread to perform the exType.execTypeHandler(m);?
Thanks,

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 06 October 2014 19:08
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Heart Beat Messages

​Those messages they are sending to you... are you processing them inside the OnMessage() callback?  Does that processing take a long time?

You might be blocking the QF thread.  If you don't return from OnMessage() reasonably quickly, QF will not have a chance to do its thing.

If OnMessage takes a long time, you may want to shift that effort into a worker thread, rather than performing it on the QF thread.

On Mon, Oct 6, 2014 at 1:03 PM, Amar Parmar <amar.parmar at octave-im.com<mailto:amar.parmar at octave-im.com>> wrote:
Hi Andrew,
This is all in the same FIX session, so you do have a good point. The log out occurred just after the Broker had send a large number of messages to us. We sent a message to the broker 8 seconds prior to the log out.

Is the heartbeat only after x seconds of inactivity a quickfix setting or a part of the standard FIX protocol?

Thanks,

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Andrew Rimmer
Sent: 06 October 2014 18:56

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Heart Beat Messages

Is it all happening on the same FIX session?

My understanding is you don't heartbeat during lots of activity (i.e. you only heartbeat for x seconds without messages).

On 6 October 2014 18:48, Grant Birchmeier <gbirchmeier at connamara.com<mailto:gbirchmeier at connamara.com>> wrote:
In that case, a message log excerpt around the droppage would be useful.  (A *real* log from QF, not something created by print statements in your callbacks.)

You're not trying to manually send or process Heartbeat messages, are you?  Sorry for the novice question, but I have to cover the bases.

On Mon, Oct 6, 2014 at 12:38 PM, Amar Parmar <amar.parmar at octave-im.com<mailto:amar.parmar at octave-im.com>> wrote:
Hi Grant,
Yes the connection is being logged out because the broker is claiming we did not respond to a heartbeat message within the required time.
Thanks,

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Grant Birchmeier
Sent: 06 October 2014 18:33
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Heart Beat Messages

What is your *actual* problem?  Is your connection breaking?  If not, then you don't have a problem.

I forget precisely how HBs work, because I never have to look at them.  The engine handles it for me, so I don't have to think about it.

On Mon, Oct 6, 2014 at 11:51 AM, Amar Parmar <amar.parmar at octave-im.com<mailto:amar.parmar at octave-im.com>> wrote:
Hi,

I seem to be having an issue with sending and receiving heartbeat messages when the fix engine is actively send and receiving messages.
In the *.messages.current.log file I see occasions where I am sending a heartbeat message but not receiving a reply and occasions where a heartbeat message is sent to me but I do not reply.

How are the heartbeat messages handled? Are they dealt with on a separate thread? Is there something obviously silly that I could be doing that could be blocking these messages?

Thanks,

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Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
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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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