{{Quickfixn}} Sources of latency

[Grant Birchmeier]

The amount of time spent inside QF callbacks can affect latency.  Please
check that you are spending a minimum time inside of QF callbacks.  For
expensive operations, you should delegate to worker threads.

On Wed, Oct 29, 2014 at 9:27 AM, xmoon 2000 <xmoon2000 at googlemail.com>
wrote:

> Hi,
>
> I am getting some latency between exchange time in the FIX message and
> Time stored in quickfixn logs.
>
> I have put wireshark on and I see I am getting the packets in a timely
> fashion.
>
> I tried swapping the standard QuickFixn logging routine for a
> high-performance one, and I STILL see the latency issue (about
> 10-20ms) across a received "burst" of messages.
>
> What else happens between a FIX message getting to my machine and
> QuickFixn logging it?
>
> 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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