<html>
<head>
<style><!--
.hmmessage P
{
margin:0px;
padding:0px
}
body.hmmessage
{
font-size: 12pt;
font-family:Calibri
}
--></style></head>
<body class='hmmessage'><div dir='ltr'>Sure, probably tomorrow, as I cannot share it as is, but need to explain a few things.<br> <BR><div><hr id="stopSpelling">Date: Fri, 28 Mar 2014 14:38:12 +0000<br>From: xmoon2000@googlemail.com<br>To: quickfixn@lists.quickfixn.com<br>Subject: Re: {{Quickfixn}} Windows Time wobbles<br><br><div dir="ltr">Dinko,<div><br></div><div>Thanks very much for your comments.</div><div><br></div><div>Would you be willing to share your logging code?</div><div><br></div><div>I would like to install it in what I have here.</div>
<div><br></div><div>Moon</div></div><div class="ecxgmail_extra"><br><br><div class="ecxgmail_quote">On 27 March 2014 22:41, Dinko Papak <span dir="ltr"><<a href="mailto:rimokatolik@outlook.com" target="_blank">rimokatolik@outlook.com</a>></span> wrote:<br>
<blockquote class="ecxgmail_quote" style="padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div><div dir="ltr">I am also new to FIX and QuickFixN, but I am experienced developer. This is not acceptable for me and I have created my own logging, which is easy to do for QuickFixN (thank you). I am using ETW in Windows, and generate events and listen to them on another thread and save to my log file, so that FIX work is not affected at all. ETW offers highest precision possible and is extremely fast. Performance is crucial for me as I am doing Forex application and I can receive many offers in a given ms. I want to know exact timestamps, so I can evaluate perf of the system, including how much time actually take to make a trade, or from request to response, ...<br>
<br>Default logging also saves offers with all other messages, which is usually just a noise, so in my logging I separate them to other files. This way also I can easily import them to database for further analysis.<br> <br>
Other thing I did not like with default logging is that saves passwords to log file. I am running my code on VPS and definitely don't want that to happen.<br> <br>Thanks,<br>Dinko<br> <br><div><hr>Date: Wed, 26 Mar 2014 15:43:36 +0000<br>
From: <a href="mailto:xmoon2000@googlemail.com" target="_blank">xmoon2000@googlemail.com</a><br>To: <a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a><br>Subject: Re: {{Quickfixn}} Windows Time wobbles<br>
<br><div dir="ltr">Grant,<div><br></div><div>Always go with a good vibe...</div><div><br></div><div>I am new to QuickFix, but have created several non-FIX clients.</div><div><br></div><div>It's a nice to have, when you wish to ensuring that the Server API (from an ECN) is sending the messages as low-latency as possible it can be useful.</div>
<div><br></div><div>I usually log ClockCycles along with the Times so that you can at least judge the real gap between log messages.</div><div><br></div><div>Moon</div></div><div><br><br><div>
On 26 March 2014 15:29, Grant Birchmeier <span dir="ltr"><<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>></span> wrote:<br><blockquote style="padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;">
<div dir="ltr"><div style="font-size: small;">Heh, no kidding. I guess I'm not exactly surprised.</div><div style="font-size: small;"><br></div><div style="font-size: small;">
This is a new one. No one has every accused our log timestamps of not being precise enough. I don't have a solution for you.</div><div style="font-size: small;"><br></div><div style="font-size: small;">
I must ask, is this really a big problem for you? You have only recently joined this list, so I suspect you probably don't have a very mature application yet. I'm getting a premature-optimization vibe from this question, as if you're trying to solve a problem that hasn't actually occurred.</div>
</div><div><br><br><div>On Wed, Mar 26, 2014 at 10:10 AM, xmoon 2000 <span dir="ltr"><<a href="mailto:xmoon2000@googlemail.com" target="_blank">xmoon2000@googlemail.com</a>></span> wrote:<br>
<blockquote style="padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;"><div dir="ltr">It does:<div><br></div><div><a href="http://stackoverflow.com/questions/15109344/how-to-get-time-at-higher-accuracy-than-timer-tick-15ms-on-windows-xp" target="_blank">http://stackoverflow.com/questions/15109344/how-to-get-time-at-higher-accuracy-than-timer-tick-15ms-on-windows-xp</a><br>
</div></div><div><div><div><br><br><div>On 26 March 2014 15:03, Grant Birchmeier <span dir="ltr"><<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>></span> wrote:<br>
<blockquote style="padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;"><div dir="ltr"><div style="font-size: small;">It does?</div></div><div><br><br>
<div>On Wed, Mar 26, 2014 at 4:39 AM, xmoon 2000 <span dir="ltr"><<a href="mailto:xmoon2000@googlemail.com" target="_blank">xmoon2000@googlemail.com</a>></span> wrote:<br>
<blockquote style="padding-left: 1ex; border-left-color: rgb(204, 204, 204); border-left-width: 1px; border-left-style: solid;"><div dir="ltr">Hi Guys,<div><br></div><div>As you are aware Windows timer wobbles by 15/20ms.</div><div>
<br></div><div>
Have you any solutions that would make the timer used in QuickFix logging more accurate?</div><div><br>
</div><div>Moon</div></div>
<br>_______________________________________________<br>
Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">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></blockquote></div><span><font color="#888888"><br><br clear="all"><div><br></div>-- <br><div><span style="background-color: rgb(0, 0, 0);"><span style="background-color: rgb(255, 255, 255);">Grant Birchmeier</span></span><font color="#3333ff"><br>
</font></div><div><b><font color="#3333ff"><span style="background-color: rgb(255, 204, 51);"><span style="background-color: rgb(255, 204, 102);"><span style="background-color: rgb(255, 204, 153);"><span style="background-color: rgb(255, 255, 255);"><span style="background-color: rgb(255, 204, 0);">Connamara Systems, LLC</span></span></span></span></span></font></b></div>
</font><br>
</span></div><div><b>Made-To-Measure Trading Solutions.</b></div><div>Exactly what you need. No more. No less.<b><font color="#3333ff"><br></font></b></div><div><a href="http://connamara.com" target="_blank">http://connamara.com</a><br>
</div>
</blockquote></div>
<br>_______________________________________________<br>
Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">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></div></div></div></blockquote></div><br></div>
</blockquote></div></div><br>_______________________________________________<br>
Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">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></div><span><font color="#888888"><br><br clear="all"><div><br></div>-- <br><div><span style="background-color: rgb(0, 0, 0);"><span style="background-color: rgb(255, 255, 255);">Grant Birchmeier</span></span><font color="#3333ff"><br>
</font></div><div><b><font color="#3333ff"><span style="background-color: rgb(255, 204, 51);"><span style="background-color: rgb(255, 204, 102);"><span style="background-color: rgb(255, 204, 153);"><span style="background-color: rgb(255, 255, 255);"><span style="background-color: rgb(255, 204, 0);">Connamara Systems, LLC</span></span></span></span></span></font></b></div>
</font><br>
</span></div><div><b>Made-To-Measure Trading Solutions.</b></div><div>Exactly what you need. No more. No less.<b><font color="#3333ff"><br></font></b></div><div><a href="http://connamara.com" target="_blank">http://connamara.com</a><br>
</div>
</div>
<br>_______________________________________________<br>
Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">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>
<br>_______________________________________________
Quickfixn mailing list
<a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">Quickfixn@lists.quickfixn.com</a>
<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>
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></blockquote></div><br></div>
<br>_______________________________________________
Quickfixn mailing list
Quickfixn@lists.quickfixn.com
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</div> </div></body>
</html>