{{Quickfixn}} SendingTime accuracy issue
Shamon, John
jshamon at SempraUSGP.com
Tue Nov 4 23:53:14 PST 2014
Hello All,
I’m using QuickFix with ICE
I have been experiencing the issue with timing, latency, network traffic whatever you call it as in the below 2 errors.
I understand that the callbacks are time sensitive,
My application was crashing after receiving 20-40 trades (AE messages).
Also I realized there are 4 factors
1- Overhead through the code
2- Virus scanner spamware filters
3- sTunnel
4- Resources – CPU and RAM
Now here is what I changed
1- Used 8 CPU – 16 GB RAM
2- Remove the overhead (sending data to DB), to multithread process, so the main thread with OnMessage(s) keep going without slowing down.
3- Stopped virus scanner temporary
4- sTunnel … can’t do anything about it
5- set the Max latency to 4000 form 380
After consider improving all of the above, I was able to resolve the 2 below errors that they always happen, so now running on 100 trades (AE message) is pretty smooth.
Now I decided to benchmark this, so I have created 1000 trades in ICE test market
I was able to load no more than 700 trades (AE messages), then the Sending Time Accuracy happened again!!
After that I stopped from doing any other process (like sending data over to DB), #1 above (completely eliminated for the sake of testing), so I did have nothing except the callbacks AQ AE messages and heartbeats.
I failed again around 700 trades (AE) messages
1- I’m getting the error below:
System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
at System.Net.Sockets.Socket.Receive(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags)
2- Another error that I get:
SendingTime accuracy
Can I say I reached the limit when I try to download bunch of AE messages on a snapshot- initial start as in this test?
Can someone share with me how much data they can download at a time?
Any other suggestions?
-John
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