{{Quickfixn}} Volume of data

Mon Apr 23 07:13:10 PDT 2018

Hi Kunal,

So you think the QuickFix/N own FIX message logger is too slow even with SSD?

I can override it easily, but was hoping it was unnecessary - but you think it would be worthwhile?

________________________________
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of Kunal CHANGELA <kunal.changela at us.bnpparibas.com>
Sent: 23 April 2018 13:59
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Volume of data

Instead of writing to disk you could write to an in-memory queue and then have another thread consume that.

I think you want to effectively receive the message, add to your queue and return back….dont spend time in the handler of the message to do work.

Thanks,

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Kunal Changela

Credit Risk and PnL Development

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From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Gabe Barwick
Sent: Monday, April 23, 2018 9:47 AM
To: quickfixn at lists.quickfixn.com
Subject: [EXTERNAL] {{Quickfixn}} Volume of data

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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