<div dir="ltr">What version of qf/n are you using?</div><div class="gmail_extra"><br clear="all"><div><div class="gmail_signature"><div dir="ltr"><div><font face="arial, helvetica, sans-serif">--</font></div><font face="arial, helvetica, sans-serif">Mike Gatny<br>Connamara Systems, LLC</font></div></div></div>
<br><div class="gmail_quote">On Wed, Sep 23, 2015 at 3:12 PM, Gaull, Jim <span dir="ltr"><<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Thanks for taking a look at my issue! I am offloading the processing to another thread so I don’t think I’m backing up the queue. I looked at the log and
up to 30 FIX messages are being written to the log in 1 millisecond. I’m not sure if that conclusively proves that it’s not the bottleneck.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">My co-worker just found this article from 2013 on stackoverflow.
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><a href="http://stackoverflow.com/questions/18267010/quickfix-n-erroran-existing-was-forcibly-closed-the-remote-host-at-quickfix-so" target="_blank">http://stackoverflow.com/questions/18267010/quickfix-n-erroran-existing-was-forcibly-closed-the-remote-host-at-quickfix-so</a><u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Someone there said that the CheckLatency flag is not implemented in the .Net version of QuickFIX. A suggestion was to set the CheckLatency property to false
before the connection is initiated. I’ll look into doing this next. Thanks again!<u></u><u></u></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","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> Wednesday, September 23, 2015 1:50 PM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} CheckLatency Setting<u></u><u></u></span></p><div><div class="h5">
<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><span style="color:black">I suspect the problem is actually with your program.<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="color:black">Are you doing any time-expensive processing in your OnMessage() callbacks? These are executed serially (to ensure that received messages are processed in order). If your OnMessage callback blocks for non-trivial
amount of time, it will eventually cause your incoming message queue to back up with accumulated messages waiting to be processed. Anecdotally, I get the impression that DB-related actions often cause this problem with people.<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="color:black">If you need to do lengthy processing on incoming messages, I recommend you push them into a queue for processing by a separate worker thread.<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="color:black">Does this sound like something that might be happening in your program?<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="color:black">-Grant<u></u><u></u></span></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">On Wed, Sep 23, 2015 at 1:36 PM, Gaull, Jim <<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.com</a>> wrote:<u></u><u></u></p>
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<p class="MsoNormal">I’m experiencing a lag between the value in tag 52 (sending time) and the time I’m actually receiving FIX messages from my provider. As soon as the lag becomes 2 minutes or greater,
I am rejecting messages with an error saying “SendingTime accuracy problem” and logging out. Until my provider can correct the issue with the lag, I’d like to disable checking for the latency. I found in the documentation that checking for latency is True
by default and the MaxLatency is set to 2 minutes. I changed the config file to not check for latency but it’s not having any effect so I must be doing something wrong. I’m still rejecting messages that are lagging by over 2 minutes.<u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal">Here’s my config file. Can someone tell me what I’m doing wrong?<u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal">[DEFAULT]<u></u><u></u></p>
<p class="MsoNormal">ConnectionType=initiator<u></u><u></u></p>
<p class="MsoNormal">ReconnectInterval=2<u></u><u></u></p>
<p class="MsoNormal">FileStorePath=c:\store<u></u><u></u></p>
<p class="MsoNormal">FileLogPath=c:\fixlog<u></u><u></u></p>
<p class="MsoNormal">StartTime=00:00:00<u></u><u></u></p>
<p class="MsoNormal">EndTime=00:00:00<u></u><u></u></p>
<p class="MsoNormal">UseDataDictionary=Y<u></u><u></u></p>
<p class="MsoNormal">DataDictionary=c:\FIX42.xml<u></u><u></u></p>
<p class="MsoNormal">SocketConnectHost=127.0.0.1<u></u><u></u></p>
<p class="MsoNormal">SocketConnectPort=5002<u></u><u></u></p>
<p class="MsoNormal">ResetOnLogon=Y<u></u><u></u></p>
<p class="MsoNormal">CheckLatency=N<u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal"># standard config elements<u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal">[SESSION]<u></u><u></u></p>
<p class="MsoNormal">BeginString=FIX.4.2<u></u><u></u></p>
<p class="MsoNormal">SenderCompID=ABC<u></u><u></u></p>
<p class="MsoNormal">TargetCompID=DEF<u></u><u></u></p>
<p class="MsoNormal">HeartBtInt=30<u></u><u></u></p>
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<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">-- <u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:10.0pt;background:white">Grant Birchmeier</span><u></u><u></u></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;color:#3333ff;background:#ffcc00">Connamara Systems, LLC</span></b><u></u><u></u></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt">Made-To-Measure Trading Solutions.</span></b><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:10.0pt">Exactly what you need. No more. No less.</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:10.0pt"><a href="http://connamara.com" target="_blank">http://connamara.com</a></span><u></u><u></u></p>
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