<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<meta name="Generator" content="Microsoft Word 15 (filtered medium)">
<style><!--
/* Font Definitions */
@font-face
{font-family:Wingdings;
panose-1:5 0 0 0 0 0 0 0 0 0;}
@font-face
{font-family:"Cambria Math";
panose-1:2 4 5 3 5 4 6 3 2 4;}
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0cm;
margin-bottom:.0001pt;
font-size:11.0pt;
font-family:"Calibri","sans-serif";
mso-fareast-language:EN-US;}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:#0563C1;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:#954F72;
text-decoration:underline;}
span.EmailStyle17
{mso-style-type:personal;
font-family:"Calibri","sans-serif";
color:windowtext;}
span.EmailStyle18
{mso-style-type:personal;
font-family:"Calibri","sans-serif";
color:#1F497D;}
span.EmailStyle19
{mso-style-type:personal;
font-family:"Calibri","sans-serif";
color:#1F497D;}
span.EmailStyle20
{mso-style-type:personal-reply;
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{mso-style-type:export-only;
font-size:10.0pt;}
@page WordSection1
{size:612.0pt 792.0pt;
margin:72.0pt 72.0pt 72.0pt 72.0pt;}
div.WordSection1
{page:WordSection1;}
--></style><!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</o:shapelayout></xml><![endif]-->
</head>
<body lang="EN-GB" link="#0563C1" vlink="#954F72">
<div class="WordSection1">
<p class="MsoNormal"><span style="color:#1F497D">That is the quick solution. FIX does not really tolerate people taking too long. And the only way to do processing fast not to hog up the IO side. And that is by using threading.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<div>
<div style="border:none;border-top:solid #E1E1E1 1.0pt;padding:3.0pt 0cm 0cm 0cm">
<p class="MsoNormal"><b><span lang="EN-US" style="mso-fareast-language:EN-GB">From:</span></b><span lang="EN-US" style="mso-fareast-language:EN-GB"> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com]
<b>On Behalf Of </b>Øyvind Sævareid Ellefsen<br>
<b>Sent:</b> 08 January 2014 15:44<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Automatic resubscribe for market data after disconnect<o:p></o:p></span></p>
</div>
</div>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D">Hi Thomas,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D">I agree upon that, but that will be in the next release, so I was just hunting for “quick” solution meanwhile..
</span><span lang="EN-US" style="font-family:Wingdings;color:#1F497D">J</span><span lang="EN-US" style="color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D"><o:p> </o:p></span></p>
<div>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D;mso-fareast-language:NO-BOK">Mvh / Brgds<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D;mso-fareast-language:NO-BOK">Oyyvind S. Ellefsen<o:p></o:p></span></p>
</div>
<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D"><o:p> </o:p></span></p>
<div>
<div style="border:none;border-top:solid #E1E1E1 1.0pt;padding:3.0pt 0cm 0cm 0cm">
<p class="MsoNormal"><b><span lang="EN-US" style="mso-fareast-language:NO-BOK">From:</span></b><span lang="EN-US" style="mso-fareast-language:NO-BOK">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a> [<a href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Thomas Tomiczek<br>
<b>Sent:</b> 8. januar 2014 15:33<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Automatic resubscribe for market data after disconnect<o:p></o:p></span></p>
</div>
</div>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">I would likely say you do too much in the Quickfix processing loop. You should not do anything else than cracking the message (maybe even not that) and forward it to a queue for another thread to process it.</span><o:p></o:p></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span><o:p></o:p></p>
<div>
<div style="border:none;border-top:solid #E1E1E1 1.0pt;padding:3.0pt 0cm 0cm 0cm">
<p class="MsoNormal"><b><span lang="EN-US" style="mso-fareast-language:EN-GB">From:</span></b><span lang="EN-US" style="mso-fareast-language:EN-GB">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a> [<a href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Øyvind Sævareid Ellefsen<br>
<b>Sent:</b> 08 January 2014 15:31<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> {{Quickfixn}} Automatic resubscribe for market data after disconnect</span><o:p></o:p></p>
</div>
</div>
<p class="MsoNormal"> <o:p></o:p></p>
<p class="MsoNormal"><span lang="NO-BOK">Ladies, gents;</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="NO-BOK"> </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US">I am facing some problems with my code, actually my engine does to much stuff while there are a lot of open positions in the system and rapid changes in the market causes my engine to not respond fast enough on heartbeats
and disconnects. </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US">The session reconnects and log on successfully automatically, but I would also like to resubscribe my market data when this happens. I have tried to put a marketdatarequest after a logon message, but it looks like the
request is being sent too fast so it is not accepted by my counterparty.</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US">Is there anyone who’s got any experience with such thing, or have some clues to implement this?</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US">Thanks in advance.</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal"><span lang="NO-BOK" style="mso-fareast-language:NO-BOK">Mvh / Brgds</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="NO-BOK" style="mso-fareast-language:NO-BOK">Oeyvind S. Ellefsen</span><o:p></o:p></p>
<p class="MsoNormal"><span lang="NO-BOK"> </span><o:p></o:p></p>
</div>
</body>
</html>