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<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>
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<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>
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<p class="MsoNormal"><span lang="EN-US" style="color:#1F497D"><o:p> </o:p></span></p>
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<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"> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com]
<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>
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<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" 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><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="color:#1F497D"> </span><span lang="EN-GB"><o:p></o:p></span></p>
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<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><span lang="EN-GB"><o:p></o:p></span></p>
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<p class="MsoNormal"><span lang="EN-GB"> <o:p></o:p></span></p>
<p class="MsoNormal">Ladies, gents;<span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"> <span lang="EN-GB"><o:p></o:p></span></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><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> </span><span lang="EN-GB"><o:p></o:p></span></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><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> </span><span lang="EN-GB"><o:p></o:p></span></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><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> </span><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thanks in advance.</span><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> </span><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="mso-fareast-language:NO-BOK">Mvh / Brgds</span><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="mso-fareast-language:NO-BOK">Oeyvind S. Ellefsen</span><span lang="EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"> <span lang="EN-GB"><o:p></o:p></span></p>
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