{{Quickfixn}} CheckLatency Setting

[Grant Birchmeier]

I suspect the problem is actually with your program.

Are you doing any time-expensive processing in your OnMessage() callbacks?
These are executed serially (to ensure that received messages are processed
in order).  If your OnMessage callback blocks for non-trivial amount of
time, it will eventually cause your incoming message queue to back up with
accumulated messages waiting to be processed.  Anecdotally, I get the
impression that DB-related actions often cause this problem with people.

If you need to do lengthy processing on incoming messages, I recommend you
push them into a queue for processing by a separate worker thread.

Does this sound like something that might be happening in your program?

-Grant

On Wed, Sep 23, 2015 at 1:36 PM, Gaull, Jim <JGaull at ftportfolios.com> wrote:

> I’m experiencing a lag between the value in tag 52 (sending time) and the
> time I’m actually receiving FIX messages from my provider.  As soon as the
> lag becomes 2 minutes or greater, I am rejecting messages with an error
> saying “SendingTime accuracy problem” and logging out.  Until my provider
> can correct the issue with the lag, I’d like to disable checking for the
> latency.  I found in the documentation that checking for latency is True by
> default and the MaxLatency is set to 2 minutes.  I changed the config file
> to not check for latency but it’s not having any effect so I must be doing
> something wrong.  I’m still rejecting messages that are lagging by over 2
> minutes.
>
>
>
> Here’s my config file.  Can someone tell me what I’m doing wrong?
>
>
>
> [DEFAULT]
>
> ConnectionType=initiator
>
> ReconnectInterval=2
>
> FileStorePath=c:\store
>
> FileLogPath=c:\fixlog
>
> StartTime=00:00:00
>
> EndTime=00:00:00
>
> UseDataDictionary=Y
>
> DataDictionary=c:\FIX42.xml
>
> SocketConnectHost=127.0.0.1
>
> SocketConnectPort=5002
>
> ResetOnLogon=Y
>
> CheckLatency=N
>
>
>
>
>
> # standard config elements
>
>
>
> [SESSION]
>
> BeginString=FIX.4.2
>
> SenderCompID=ABC
>
> TargetCompID=DEF
>
> HeartBtInt=30
>
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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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