{{Quickfixn}} ICE Security Definition Request

Veduruparthi Raju rveduruparthi at gmail.com
Mon Mar 2 09:05:08 PST 2020


I am developing a project in .NET to connect to ICE and i am using the
QuickFIX engine version 1.9 and have a problem with the
security definitions subscriptions.

I am subscribing to the security definitions and am receiving the responses
(35=d) and in the onMessage method, i straight away processing the
responses and writing them to the database directly. The problem is every 2
minutes my sessions logs out with the below error message. The connection
forcibly closes by ICE.

I have contacted them and were saying to increase the heap size which i was
not convinced and need help to understand what is the correct way of
handling this in .NET since i know the market reference data is huge.

Appreciate your response.

System.IO.IOException: Unable to write data to the transport connection: An
existing connection was forcibly closed by the remote host. --->
System.Net.Sockets.SocketException: An existing connection was forcibly
closed by the remote host
   at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset,
Int32 size)
   --- End of inner exception stack trace ---
   at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset,
Int32 size)
   at QuickFix.SocketInitiatorThread.Send(String data)
   at QuickFix.Session.Send(String message)
   at QuickFix.Session.SendRaw(Message message, Int32 seqNum)
   at QuickFix.Session.Next()
   at QuickFix.Session.Next(MessageBuilder msgBuilder)
   at QuickFix.SocketInitiatorThread.ProcessStream()
   at QuickFix.SocketInitiatorThread.Read()

Thanks,
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