{{Quickfixn}} Sources of latency

[xmoon 2000]

Grant,

How can I check that?

I have no code between QF receiving message and then logging it.

FIrst time I lay my hands on message is when it finally gets to
OnMessage() - but by that time is has been logged and is therefore
after the latency has been introduced.

Moon

On 29 October 2014 15:35, Grant Birchmeier <gbirchmeier at connamara.com> wrote:
> 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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