{{Quickfixn}} CheckLatency

[somnath pal]

Hi Grant,

Thank you for the detailed information.

What I understood is:

Suppose there are 10 messages in the Q

Case a) CheckLatency=Y and MaxLatency=120.

If it takes more than 120 seconds to process a message then session will be disconnected. So for 10 messages (subject to max 120 seconds for each) I have 1200 seconds time to process?

Case b) CheckLatency=N, it doesn't matter how long I take to process 1 message and it will never disconnect.

Are the above correct?

Thanks,
Somnath


________________________________
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of Grant Birchmeier <gbirchmeier at connamara.com>
Sent: Tuesday, July 15, 2025 22:12
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} CheckLatency

The defaults latency settings are CheckLatency=Y and MaxLatency=120.

QF/n handles messages serially-- when messages A, B, and C are received, they go into a queue.  The engine calls FromApp/FromAdmin on message A, and does not do anything with B until the FromApp(A)/FromAdmin(A) callback returns.

FromApp and FromAdmin are user code, i.e. that's your code, not the engine.  If those functions are written so that they don't return quickly, then the message queue will start to back up with unhandled messages.  If you are receiving messages faster than you consume them, then this latency check will be triggered.

With the above defaults, if 120 seconds elapse between receiving a message and processing it, the engine will throw an error and disconnect.  This can a good thing in a trading situation, because the market can move a lot in 2 minutes; you don't want to be acting on old data.

Turning CheckLatency off disables this check, and is not advised.

I have actually run into this situation before.  I had a client move their app to a slower VM without telling me, and it was not capable of handling the firehose of data we were accustomed to seeing it receive without trouble.  Without this latency check, I wouldn't have learned about it until much later.

-Grant


On Mon, Jul 14, 2025 at 10:45 PM somnath pal <palsomnath at hotmail.com<mailto:palsomnath at hotmail.com>> wrote:

It is good that you pointed out about CheckLatency. I could not find any information on this. Can you point me to any link or example where I could have details like the effect of CheckLatency=Y vs N.


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