{{Quickfixn}} TCP Settings/ Windows 2008 R2

Gabe Barwick barwickhome at hotmail.com
Tue Mar 27 15:19:11 PDT 2018


Hey Grant,


I don't think I am doing much in OnMessage.


The problem is a well known contention issue because Windows uses a nagle alogrithm. TcpAckFrequency used to be able to be set to 1 to disable it on older versions of operating system. BUT appears to have no effect on Server 2008 R2.


I would really like to hear from any Server 2008 R2 user, to find out how they circumnavigated the problem.


________________________________
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of Grant Birchmeier <gbirchmeier at connamara.com>
Sent: 27 March 2018 21:53
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} TCP Settings/ Windows 2008 R2

Is it possible that you are spending too much time processing incoming messages on the QF thread?

Anything inside the OnMessage callback is happening on the QF thread.  The engine will not proceed to the next message until OnMessage returns.  If you have too much processing inside of OnMessage, you could see the situation you are describing.

One strategy is to have OnMessage do little more than push the message onto a storage queue, where another thread can read it and process it safely.

On Tue, Mar 27, 2018 at 8:12 AM, Gabe Barwick <barwickhome at hotmail.com<mailto:barwickhome at hotmail.com>> wrote:


I am receiving data via QuickFix/.net engine.


I am on a Windows 2008 R2 server, and I see intermittant delayed acking of incoming FIX messages. The delay causes the MarketData provider to hold sending further FIX messages, and hence latency is introduced into the prices.


Often the delay is around 200ms.


After websearch, I have tried setting TcpAckFrequency to 1 and TCPNoDelay to 1.


Neither has any affect. Does anyone know how to disable this "feature" on server 2008?


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Grant Birchmeier
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