{{Quickfixn}} CheckLatency Setting

[Mike Gatny]

Jim,

The SessionSettings for CheckLatency and MaxLatency are indeed not
configurable in v1.5.  Are you syncing your server's clock with ntp? If
not, this alone can cause this problem.  If you already are, then my last
suggestion is to pull down the latest qf/n source and build it -- these
options have since been implemented, but we have not yet cut the v1.6
release.

--
Mike Gatny
Connamara Systems, LLC

On Thu, Sep 24, 2015 at 9:34 AM, Gaull, Jim <JGaull at ftportfolios.com> wrote:

> I’m using version 1.5.
>
>
>
> *Jim Gaull*
>
> *Business Unit Developer | First Trust Portfolios LP *
>
>
> *120 E. Liberty Drive Suite 400 | Wheaton, IL 60187 630.517.7779
> <630.517.7779> | www.ftportfolios.com <http://www.ftportfolios.com/>*
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Mike Gatny
> *Sent:* Wednesday, September 23, 2015 4:34 PM
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} CheckLatency Setting
>
>
>
> 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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