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<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Hello All,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">I’m using QuickFix with ICE<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">I have been experiencing the issue with timing, latency, network traffic whatever you call it as in the below 2 errors.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">I understand that the callbacks are time sensitive,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">My application was crashing after receiving 20-40 trades (AE messages).<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Also I realized there are 4 factors<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l3 level1 lfo2"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">1-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Overhead through the code<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l3 level1 lfo2"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">2-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Virus scanner spamware filters<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l3 level1 lfo2"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">3-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">sTunnel<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l3 level1 lfo2"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">4-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Resources – CPU and RAM<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Now here is what I changed<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l1 level1 lfo3"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">1-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Used 8 CPU – 16 GB RAM<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l1 level1 lfo3"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">2-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Remove the overhead (sending data to DB), to multithread process, so the main thread with OnMessage(s) keep going without slowing down.<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l1 level1 lfo3"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">3-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Stopped virus scanner temporary<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l1 level1 lfo3"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">4-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">sTunnel … can’t do anything about it
<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l1 level1 lfo3"><![if !supportLists]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><span style="mso-list:Ignore">5-<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">set the Max latency to 4000 form 380<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">After consider improving all of the above, I was able to resolve the 2 below errors that they always happen, so now running on 100 trades (AE message) is pretty smooth.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Now I decided to benchmark this, so I have created 1000 trades in ICE test market<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">I was able to load no more than 700 trades (AE messages), then the Sending Time Accuracy happened again!!<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">After that I stopped from doing any other process (like sending data over to DB), #1 above (completely eliminated for the sake of testing), so I did have nothing except the
callbacks AQ AE messages and heartbeats.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">I failed again around 700 trades (AE) messages<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><u><o:p><span style="text-decoration:none"> </span></o:p></u></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l0 level1 lfo4"><![if !supportLists]><span style="mso-list:Ignore">1-<span style="font:7.0pt "Times New Roman"">
</span></span><![endif]><u>I’m getting the error below:<o:p></o:p></u></p>
<p class="MsoNormal">System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host<o:p></o:p></p>
<p class="MsoNormal"> at System.Net.Sockets.Socket.Receive(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags)<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoListParagraph" style="text-indent:-.25in;mso-list:l0 level1 lfo4"><![if !supportLists]><span style="mso-list:Ignore">2-<span style="font:7.0pt "Times New Roman"">
</span></span><![endif]><u>Another error that I get:<o:p></o:p></u></p>
<p class="MsoNormal">SendingTime accuracy <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Can I say I reached the limit when I try to download bunch of AE messages on a snapshot- initial start as in this test?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Can someone share with me how much data they can download at a time?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">Any other suggestions?<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">-John<o:p></o:p></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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