<div><font color="#000000"><font>Yes, since OnMessage() is called within FromApp()=>crack(), your OnMessage() call will block any future calls to FromApp().<br></font></font></div><div><font color="#000000"><font><br></font></font></div>
<div><font color="#000000"><font>You should return from OnMessage() as soon as you are able to, and push any time-consuming processing to a different thread.<br></font></font></div><br><div class="gmail_quote">On Wed, May 16, 2012 at 7:59 PM, Felipe Soares <span dir="ltr"><<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Inside my onmessage event i am raising an event. Át. This event i ask for marketdatarequest. Am o blocking qf while executing this event?<br>
<br>
Enviado via iPhone<br>
<br>
Em 16/05/2012, às 19:15, <a href="mailto:quickfixn-request@lists.quickfixn.com">quickfixn-request@lists.quickfixn.com</a> escreveu:<br>
<br>
> Send Quickfixn mailing list submissions to<br>
> <a href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a><br>
><br>
> To subscribe or unsubscribe via the World Wide Web, visit<br>
> <a href="http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com" target="_blank">http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</a><br>
> or, via email, send a message with subject or body 'help' to<br>
> <a href="mailto:quickfixn-request@lists.quickfixn.com">quickfixn-request@lists.quickfixn.com</a><br>
><br>
> You can reach the person managing the list at<br>
> <a href="mailto:quickfixn-owner@lists.quickfixn.com">quickfixn-owner@lists.quickfixn.com</a><br>
><br>
> When replying, please edit your Subject line so it is more specific<br>
> than "Re: Contents of Quickfixn digest..."<br>
><br>
><br>
> Today's Topics:<br>
><br>
> 1. Message Limits (Felipe Soares)<br>
> 2. Re: Message Limits (Mike Gatny)<br>
><br>
><br>
> ----------------------------------------------------------------------<br>
><br>
> Message: 1<br>
> Date: Wed, 16 May 2012 16:48:19 -0300<br>
> From: Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>><br>
> To: <a href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a><br>
> Subject: {{Quickfixn}} Message Limits<br>
> Message-ID: <<a href="mailto:719684e7cfc8ceb654a1af218f9efee8@mail.gmail.com">719684e7cfc8ceb654a1af218f9efee8@mail.gmail.com</a>><br>
> Content-Type: text/plain; charset="windows-1252"<br>
><br>
> Hi,<br>
><br>
><br>
><br>
> I am new to quickfix/n and having some doubts about it:<br>
><br>
><br>
><br>
> - Message size limt, is there any size limit? For instance for<br>
> sending securityDefinitiion should I send one by one? Or with a group?<br>
><br>
> - After I receive all my securitites I send a message with<br>
> MarketDataRequest for each symbol in a separate message.<br>
><br>
><br>
><br>
> For some reason my client hangs at some point?nothing happens after it<br>
> hanged?I can?t get the session to heartbeat?.<br>
><br>
><br>
><br>
> I am sending something around 10000 requests each one in one message?.is<br>
> this a problem?<br>
><br>
><br>
><br>
> Regards<br>
><br>
> Felipe<br>
> -------------- next part --------------<br>
> An HTML attachment was scrubbed...<br>
> URL: <<a href="http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120516/912fc213/attachment.html" target="_blank">http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120516/912fc213/attachment.html</a>><br>
><br>
> ------------------------------<br>
><br>
> Message: 2<br>
> Date: Wed, 16 May 2012 15:12:51 -0500<br>
> From: Mike Gatny <<a href="mailto:mgatny@connamara.com">mgatny@connamara.com</a>><br>
> To: "Mailing list for QuickFIX/n" <<a href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a>><br>
> Subject: Re: {{Quickfixn}} Message Limits<br>
> Message-ID:<br>
> <CAA1-azN-b=+<a href="mailto:XM2ywCVwrZBKqrpZKOjUpCxah4CcRrjhExb7Htw@mail.gmail.com">XM2ywCVwrZBKqrpZKOjUpCxah4CcRrjhExb7Htw@mail.gmail.com</a>><br>
> Content-Type: text/plain; charset="iso-8859-1"<br>
><br>
> On Wed, May 16, 2012 at 2:48 PM, Felipe Soares <<br>
> <a href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>> wrote:<br>
><br>
>> Message size limt, is there any size limit? For instance for sending<br>
>> securityDefinitiion should I send one by one? Or with a group?<br>
>><br>
><br>
><br>
>> After I receive all my securitites I send a message with<br>
>> MarketDataRequest for each symbol in a separate message.<br>
>><br>
><br>
> The standard FIX SecurityDefinitionRequest and MarketDataRequest messages<br>
> allow you to request multiple symbols in one message (one per group). Your<br>
> counterparty may not use plain vanilla FIX messages/semantics, of course,<br>
> so check their documentation. From experience, I would say it is probably<br>
> not practical to request 10000 symbols in one message (or on one Session).<br>
> I don't think there is any hard limit in qf/n that will stop you from<br>
> trying, but even if you successfully subscribe to 10000 symbols, you are<br>
> probably going to experience performance issues trying to handle that much<br>
> data on one Session. And naturally, the more heavily quoted/traded the<br>
> symbols are, the more messages you will have, and hence more potential for<br>
> performance problems.<br>
><br>
> Note that when you are handling a FIX message, i.e. during the<br>
> fromApp()/onMessage() callbacks, you are on the qf/n thread and thus<br>
> blocking qf/n from handling the next message. So you want to return from<br>
> fromApp()/onMessage() as quickly as possible so that qf/n can continue<br>
> processing. If you are doing a lot of work in fromApp()/onMessage() or<br>
> making blocking calls there, consider queuing the work onto a separate<br>
> thread so that you can return more quickly. Also, if possible, consider<br>
> setting up more than one Session with your counterparty so that you can<br>
> split up the 10000 symbols across multiple Sessions (and thus maybe even<br>
> multiple applications). This way, you give yourself the ability to<br>
> configure your way out of performance issues. For example with this<br>
> design, if you realize that a handful of symbols are the most heavily<br>
> quoted/traded, you can move them to a separate Session, maybe even on a<br>
> different server.<br>
><br>
> --<br>
> Mike Gatny<br>
> Connamara Systems, LLC<br>
> -------------- next part --------------<br>
> An HTML attachment was scrubbed...<br>
> URL: <<a href="http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120516/cd8d222e/attachment.htm" target="_blank">http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120516/cd8d222e/attachment.htm</a>><br>
><br>
> ------------------------------<br>
><br>
> _______________________________________________<br>
> Quickfixn mailing list<br>
> <a href="mailto:Quickfixn@lists.quickfixn.com">Quickfixn@lists.quickfixn.com</a><br>
> <a href="http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com" target="_blank">http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</a><br>
><br>
><br>
> End of Quickfixn Digest, Vol 7, Issue 13<br>
> ****************************************<br>
_______________________________________________<br>
Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com">Quickfixn@lists.quickfixn.com</a><br>
<a href="http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com" target="_blank">http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</a><br>
</blockquote></div><br><br clear="all"><br>-- <br><div><font><span style="background-color:#000000"><span style="background-color:#ffffff">Grant Birchmeier</span></span></font><font><font color="#3333ff"><br></font></font></div>
<div><font><b><font color="#3333ff"><span style="background-color:#ffcc33"><span style="background-color:#ffcc66"><span style="background-color:#ffcc99"><span style="background-color:#ffffff"><span style="background-color:#ffcc00">Connamara Systems, LLC</span></span></span></span></span></font></b></font><br>
</div><div><font><b>Made-To-Measure Trading Solutions.</b></font></div><div><font>Exactly what you need. No more. No less.</font><font><b><font color="#3333ff"><br></font></b></font></div><div><font><a href="http://connamara.com" target="_blank">http://connamara.com</a><br>
</font></div><br>