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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">I’m using version 1.5.<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"><b><i><span style="color:maroon">Jim Gaull</span></i></b><i><span style="color:maroon">
<o:p></o:p></span></i></p>
<p class="MsoNormal"><i><span style="font-size:10.0pt;color:maroon">Business Unit Developer | First Trust Portfolios LP
<o:p></o:p></span></i></p>
<p class="MsoNormal"><i><span style="font-size:10.0pt;color:maroon">120 E. Liberty Drive Suite 400 | Wheaton, IL 60187<br>
630.517.7779 | <a href="http://www.ftportfolios.com/">www.ftportfolios.com</a></span></i><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></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:quickfixn-bounces@lists.quickfixn.com]
<b>On Behalf Of </b>Mike Gatny<br>
<b>Sent:</b> Wednesday, September 23, 2015 4:34 PM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} CheckLatency Setting<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">What version of qf/n are you using?<o:p></o:p></p>
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<p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">--</span><o:p></o:p></p>
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<p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">Mike Gatny<br>
Connamara Systems, LLC</span><o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On Wed, Sep 23, 2015 at 3:12 PM, Gaull, Jim <<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.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:#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.</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:#1F497D"> </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:#1F497D">My co-worker just found this article from 2013 on stackoverflow.
</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:#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></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:#1F497D"> </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:#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!</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:#1F497D"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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</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"><span style="color:black">I suspect the problem is actually with your program.</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">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.</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">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.</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">Does this sound like something that might be happening in your program?</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">-Grant</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 Wed, Sep 23, 2015 at 1:36 PM, Gaull, Jim <<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.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">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.<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">Here’s my config file. Can someone tell me what I’m doing wrong?<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">[DEFAULT]<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">ConnectionType=initiator<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">ReconnectInterval=2<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">FileStorePath=c:\store<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">FileLogPath=c:\fixlog<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">StartTime=00:00:00<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">EndTime=00:00:00<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">UseDataDictionary=Y<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">DataDictionary=c:\FIX42.xml<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">SocketConnectHost=127.0.0.1<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">SocketConnectPort=5002<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">ResetOnLogon=Y<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">CheckLatency=N<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"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"># standard config elements<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">[SESSION]<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">BeginString=FIX.4.2<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">SenderCompID=ABC<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">TargetCompID=DEF<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">HeartBtInt=30<o:p></o:p></p>
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_______________________________________________<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>
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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"><span style="font-size:10.0pt;background:white">Grant Birchmeier</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span style="font-size:10.0pt;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><span style="font-size:10.0pt">Made-To-Measure Trading Solutions.</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"><span style="font-size:10.0pt">Exactly what you need. No more. No less.</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="font-size:10.0pt"><a href="http://connamara.com" target="_blank">http://connamara.com</a></span><o:p></o:p></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt"><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><o:p></o:p></p>
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