{{Quickfixn}} Processing execution reports synchronously

[gpatel522]

I usually parse a message and add it to a queue that is being processed on different thread. That way i don't get disconnected. In production when i test, my queue size is almost always 0 as that thread is processing it very quickly.Gaurav
-------- Original message --------From: "Lee, Oscar x38263" <Oscar.Lee at broadridge.com> Date: 2/13/19  1:32 PM  (GMT-05:00) To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com> Subject: Re: {{Quickfixn}} Processing execution reports synchronously 

Yep you explained it great. Thanks for the quick response!
 
Oscar Lee | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8263 |

   

broadridge.com
 
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com]
On Behalf Of Grant Birchmeier
Sent: Wednesday, February 13, 2019 12:31 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Processing execution reports synchronously
 




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I don't totally understand.  Synchronous to what?


 


I do suspect you're thinking about FIX and QF wrong.  When you get a request, the best you can do is to process it ASAP and send the confirmation ASAP.  But you can't hold up reception
 of other messages while your'e doing so.  (In fact, if you do, the connection will probably break.  You need to spend as little time in the FIX callbacks, e.g. OnMessage, as possible.)


 


-Grant


 


 


 


On Wed, Feb 13, 2019 at 11:18 AM Lee, Oscar x38263 <Oscar.Lee at broadridge.com> wrote:




Is it possible to process a QuoteResponse to ExecutionReport synchronously? I’m attempting to have a user execute a trade and receive confirmation that the order was successfully
 filled / rejected immediately instead of receiving a confirmation later on.
 
Is this feasible? Or am I attempting to use the FIX protocol in the wrong way?
 
Oscar Lee | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8263 |
   
broadridge.com
 


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Grant Birchmeier


Connamara Systems, LLC


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