{{Quickfixn}} Existing Connection Forcibly Closed

[Christopher Karpyszyn]

It could be a network issue. What kind of environment is the application running from?

Chris
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Ian Clements
Sent: Thursday, September 17, 2015 10:49 AM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Existing Connection Forcibly Closed

Thanks Grant.

That’s kind of what I figured but they didn’t seem so impressed when I implied it might be them - they said we were connecting to the best hardware which loads of people were connecting to and it was our fault!

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 17 September 2015 15:44
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} Existing Connection Forcibly Closed

"An existing connection was forcibly closed by the remote host"

Basically, Bloomberg hung up on you.

The only way to find out why is to ask them.

​I mean, check your logs first to see if something looks weird, but otherwise reach out to Bloomberg's support.​


On Thu, Sep 17, 2015 at 9:34 AM, Ian Clements <ian.clements at investmentsoftwareltd.com<mailto:ian.clements at investmentsoftwareltd.com>> wrote:
Hi all,

I have an established connection to a Bloomberg FIX acceptor over SSL.  The problem is when I am doing fills for a large quantity of orders (1000 in this case with 10 fills per order) I am getting the following exception…

disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
   at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)
   at QuickFix.SocketInitiatorThread.Read()

QuickFix/N reconnects and resumes filling and after a few of these exceptions and reconnects all orders end up filled.  I was wondering what is causing this exception and how do I prevent it.

Any help would be really appreciated.

Many thanks,
Ian.

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--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
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