{{Quickfixn}} QuickFIXn 1.7.0 Released!

[Chris Busbey]

This is not a built-in feature.  I'm not sure if it should be.

My key piece of advice would be: *Do not do the DB save on the QF callback
thread!*  Implement a work queue.  When a message comes in that you want to
save, have your OnMessage(x) method save it in that queue.  A separate
DB-writer thread should block on that queue and pop messages off to save
them in the DB.  (If you search for C# BlockingQueue, you'll find some
samples.)

(QF callbacks are single-threaded.  If any of them take a long time doing
something (like, say, doing DB stuff), they'll cause the engine's message
queue to get backed up and you'll eventually disconnect because of lag.)

Other advice:

   - Do your DB-work-queue pushes in OnMessage() callbacks.  I don't see a
   good reason to do it in FromApp(), unless you are sure you really want all
   messages of all types.
   - If it's a market data connection, ABORT ABORT!  Too much data, and old
   data is not useful anyway.  There's no reason to save this stuff.

-Grant


On Thu, Apr 14, 2016 at 11:24 AM, James A. Smith <jsmith at anstca.com> wrote:

> I’m new to QuickFix.  I need a way to persist all messages into the DB.
> Can QuickFix/N do this out of the box?  If so, can you point me to examples
> or documentation for this?  I can’t seem to find anything?
>
>
>
> Thanks,
>
> James
>
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> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
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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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