<html><head><meta http-equiv="content-type" content="text/html; charset=utf-8"></head><body dir="auto"><div>I recommend reading up on threading. Whenever I know I need to use threads but am not sure what direction to go, I always read <a href="http://www.albahari.com/threading">www.albahari.com/threading</a> this link contains the threading chapters from the c# in a nutshell book written by albahari. I recommend reading up on the blocking collection that's what we use. So basically your quickfix thread adds to the queue, and another thread or threads are responsible for pulling things off that queue and processing. </div><div><br></div><div>Good luck, if you're still banging your head against the table a few days later I'm sure I can put together some sample code.<br><br>Sent from my iPhone</div><div><br>On Oct 6, 2014, at 14:14, Amar Parmar <<a href="mailto:amar.parmar@octave-im.com">amar.parmar@octave-im.com</a>> wrote:<br><br></div><blockquote type="cite"><div>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US">Hi Grant,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US">I am handling things within the OnMessage call back,<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white;mso-fareast-language:EN-US">public</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white;mso-fareast-language:EN-US">void</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
OnMessage(QuickFix.FIX42.</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white;mso-fareast-language:EN-US">ExecutionReport</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
m, </span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white;mso-fareast-language:EN-US">SessionID</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
s)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US"> {<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
</span><span style="font-size:9.5pt;font-family:Consolas;color:green;background:white;mso-highlight:white;mso-fareast-language:EN-US">//Here we need to handle all the different ExecType (Tag 150)</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US"><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white;mso-fareast-language:EN-US">Console</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">.WriteLine(</span><span style="font-size:9.5pt;font-family:Consolas;color:#A31515;background:white;mso-highlight:white;mso-fareast-language:EN-US">"Received
execution report"</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">);<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white;mso-fareast-language:EN-US">ExecTypeHandler</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
exType = </span><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white;mso-fareast-language:EN-US">new</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white;mso-fareast-language:EN-US">ExecTypeHandler</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US">();<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US"> exType.execTypeHandler(m);<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white;mso-fareast-language:EN-US"> }</span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US">I don’t think it takes too long, but just in case how would you suggest setting up a worker thread to perform the exType.execTypeHandler(m);?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US">Thanks,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black;mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif""> Quickfixn [<a href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Grant Birchmeier<br>
<b>Sent:</b> 06 October 2014 19:08<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Heart Beat Messages<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"><span style="color:black">Those messages they are sending to you... are you processing them inside the OnMessage() callback? Does that processing take a long time?<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="color:black">You might be blocking the QF thread. If you don't return from OnMessage() reasonably quickly, QF will not have a chance to do its thing.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="color:black">If OnMessage takes a long time, you may want to shift that effort into a worker thread, rather than performing it on the QF thread.<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On Mon, Oct 6, 2014 at 1:03 PM, Amar Parmar <<a href="mailto:amar.parmar@octave-im.com" target="_blank">amar.parmar@octave-im.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Hi Andrew,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">This is all in the same FIX session, so you do have a good point. The log out occurred just after the
Broker had send a large number of messages to us. We sent a message to the broker 8 seconds prior to the log out.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Is the heartbeat only after x seconds of inactivity a quickfix setting or a part of the standard FIX
protocol?</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Thanks,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif"">
Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Andrew Rimmer<br>
<b>Sent:</b> 06 October 2014 18:56</span><o:p></o:p></p>
<div>
<div>
<p class="MsoNormal"><br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Heart Beat Messages<o:p></o:p></p>
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<div>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Is it all happening on the same FIX session?<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">My understanding is you don't heartbeat during lots of activity (i.e. you only heartbeat for x seconds without messages).<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">On 6 October 2014 18:48, Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black">In that case, a message log excerpt around the droppage would be useful. (A *real* log from QF, not something created by print statements in your callbacks.)</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black"> </span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black">You're not trying to manually send or process Heartbeat messages, are you? Sorry for the novice question, but I have to cover the bases.</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">On Mon, Oct 6, 2014 at 12:38 PM, Amar Parmar <<a href="mailto:amar.parmar@octave-im.com" target="_blank">amar.parmar@octave-im.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Hi Grant,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Yes the connection is being logged out because the broker is claiming we did not respond to a heartbeat
message within the required time.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black">Thanks,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif"">
Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Grant Birchmeier<br>
<b>Sent:</b> 06 October 2014 18:33<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Heart Beat Messages</span><o:p></o:p></p>
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<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black">What is your *actual* problem? Is your connection breaking? If not, then you don't have a problem.</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black"> </span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:black">I forget precisely how HBs work, because I never have to look at them. The engine handles it for me, so I don't have to think about it.</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">On Mon, Oct 6, 2014 at 11:51 AM, Amar Parmar <<a href="mailto:amar.parmar@octave-im.com" target="_blank">amar.parmar@octave-im.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Hi,<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">I seem to be having an issue with sending and receiving heartbeat messages when the fix engine is actively send and receiving messages.<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">In the *.messages.current.log file I see occasions where I am sending a heartbeat message but not receiving a reply and occasions where a heartbeat message is sent to me but I do
not reply.<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">How are the heartbeat messages handled? Are they dealt with on a separate thread? Is there something obviously silly that I could be doing that could be blocking these messages?<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Thanks,<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;margin-bottom:12.0pt"><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><o:p></o:p></p>
</blockquote>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><br>
<br clear="all">
<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">--
<o:p></o:p></p>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="background:white">Grant Birchmeier</span><o:p></o:p></p>
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<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span style="color:#3333FF;background:#FFCC00">Connamara Systems, LLC</span></b><o:p></o:p></p>
</div>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b>Made-To-Measure Trading Solutions.</b><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Exactly what you need. No more. No less.<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><a href="http://connamara.com" target="_blank">http://connamara.com</a><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;margin-bottom:12.0pt"><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><o:p></o:p></p>
</blockquote>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><br>
<br clear="all">
<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">--
<o:p></o:p></p>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="background:white">Grant Birchmeier</span><o:p></o:p></p>
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<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span style="color:#3333FF;background:#FFCC00">Connamara Systems, LLC</span></b><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b>Made-To-Measure Trading Solutions.</b><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Exactly what you need. No more. No less.<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><a href="http://connamara.com" target="_blank">http://connamara.com</a><o:p></o:p></p>
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<p class="MsoNormal">-- <o:p></o:p></p>
<div>
<p class="MsoNormal"><span style="background:white">Grant Birchmeier</span><o:p></o:p></p>
</div>
<div>
<p class="MsoNormal"><b><span style="color:#3333FF;background:#FFCC00">Connamara Systems, LLC</span></b><o:p></o:p></p>
</div>
<div>
<p class="MsoNormal"><b>Made-To-Measure Trading Solutions.</b><o:p></o:p></p>
</div>
<div>
<p class="MsoNormal">Exactly what you need. No more. No less.<o:p></o:p></p>
</div>
<div>
<p class="MsoNormal"><a href="http://connamara.com" target="_blank">http://connamara.com</a><o:p></o:p></p>
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