{{Quickfixn}} Existing Connection Forcibly Closed

[James Riehl]

Damn Bloomberg...

Sent from my iPhone

> On Sep 17, 2015, at 10:48, Ian Clements <ian.clements at investmentsoftwareltd.com> wrote:
> 
> 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>
> 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> 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.
> http://connamara.com
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