{{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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