{{Quickfixn}} Volume of data

Gabe Barwick barwickhome at hotmail.com
Mon Apr 23 06:47:21 PDT 2018


Hi,


I am receiving a large amount of data (1K+ fix messages per second) from a vendor on my Windows 2008 server.


In OnMessage() I put a return so that I don't actually do anything with the data. All that happens is that QuickFix/N itself writes fix message to SS disk.


My vendor tells me that I am a slow "consumer" at peak times, meaning I am not handling messages fast enough.


What can I do to improve things? As I am not doing anything other than disk-write, am I correct to assume this is the problem?


Should I use a background writing class (on separate thread) instead of QuickFix's

own?


Any thoughts greatly appreciated

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