{{Quickfixn}} ICE Security Definition Request

[Veduruparthi Raju]

Thanks Grant for the quick response.

I am sure i am delegating the security definitions to a
separate background worker thread. I am just requesting only for one
CFICode(Futures) and that too only for one 'Oil' Market (not even
requesting for options and UDS and too many markets though i need to
request for more than 10 markets ). Will double check to make sure i am not
doing anything wrong. Also  will try your suggestion 2.

Thanks,
--Raju.v

On Mon, Mar 2, 2020 at 11:09 AM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> Pasting my answer from the C++ list, because it's the same for any QF port:
>
> I'm very familiar with ICE's SecDef/TCR interface, as I've maintained a
> client app that supports it for a decade.
>
> ICE's SecDef responses can be frickin' huge multipart beasts.  I suspect
> you are requesting too much too fast, and then trying to handle them all on
> the QF event-processing thread.  The messages are backing up in the queue,
> blocking the engine from responding to ICE in a timely fashion.
>
> *Suggestion 1:* All QF callbacks should return quickly.  If you have
> expensive processing, delegate it to a separate worker thread.  In your
> case: create a second worker thread to handle SecDefs.  When you receive a
> SecDef, your OnMessage(SecDef) callback should push it into a queue that
> the worker thread will consume from.
>
> *Suggestion 2:* Put a delay between each SecDef Request you send.  As
> high as you can tolerate.  ICE will send those responses fast and
> frequently; you've gotta give your OnMessage() some room to handle them.
>
> I have a client whose users wants to send 50+ SecDefRequests every
> morning.  Right now we have them staggering each request by 60 seconds.  On
> the downside, it means they have to wait an hour to get the full set.
>
> (Some responses are bigger than others.  If you wanted, you could look at
> the logs and figure out which Defs are huge and which are small, and only
> do the delay after requesting big ones.)
>
> -Grant
>
> On Mon, Mar 2, 2020 at 11:05 AM Veduruparthi Raju <rveduruparthi at gmail.com>
> wrote:
>
>> 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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>> Quickfixn at lists.quickfixn.com
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>>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
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> http://connamara.com
>
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-- 
Thanks,
--Raju.v
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