{{Quickfixn}} CheckLatency Setting

[Mike Gatny]

What version of qf/n are you using?

--
Mike Gatny
Connamara Systems, LLC

On Wed, Sep 23, 2015 at 3:12 PM, Gaull, Jim <JGaull at ftportfolios.com> wrote:

> Thanks for taking a look at my issue!  I am offloading the processing to
> another thread so I don’t think I’m backing up the queue.  I looked at the
> log and up to 30 FIX messages are being written to the log in 1
> millisecond.  I’m not sure if that conclusively proves that it’s not the
> bottleneck.
>
>
>
> My co-worker just found this article from 2013 on stackoverflow.
>
>
> http://stackoverflow.com/questions/18267010/quickfix-n-erroran-existing-was-forcibly-closed-the-remote-host-at-quickfix-so
>
>
>
> Someone there said that the CheckLatency flag is not implemented in the
> .Net version of QuickFIX.  A suggestion was to set the CheckLatency
> property to false before the connection is initiated.  I’ll look into doing
> this next.  Thanks again!
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Grant Birchmeier
> *Sent:* Wednesday, September 23, 2015 1:50 PM
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} CheckLatency Setting
>
>
>
> 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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>
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