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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Mike,
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><br>
Thanks for your help! Our clock is synced up. Our provider is looking into the issue further as it appears the lag may be network related.<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">I was able to make a change so that we can now ignore the lag. I chose to make these “CheckLatency” configurable on our client instead of rebuilding the QuickFIX
library. I’ll remove this code once version 1.6 is available. I modified the OnLogon function as shown below:<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">// Proprietary code has been removed<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">public</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white">
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white">void</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white"> OnLogon(</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white">SessionID</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white">
sessionID) <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"> {<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">
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white">try</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white"><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"> {<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"> _session.CheckLatency = Properties.</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white">Settings</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white">.Default.CheckForLatency;
<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"> }<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">
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue;background:white;mso-highlight:white">catch</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white"> (</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white">Exception</span><span style="font-size:9.5pt;font-family:Consolas;color:black;background:white;mso-highlight:white">
ex)<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"> {<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"> }<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"> }</span><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"><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> Thursday, September 24, 2015 8:46 AM<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">Jim,<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">The SessionSettings for CheckLatency and MaxLatency are indeed not configurable in v1.5. Are you syncing your server's clock with ntp? If not, this alone can cause this problem. If you already are, then my last suggestion is to pull down
the latest qf/n source and build it -- these options have since been implemented, but we have not yet cut the v1.6 release.<o:p></o:p></p>
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<p class="MsoNormal"><br clear="all">
<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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</div>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On Thu, Sep 24, 2015 at 9:34 AM, Gaull, Jim <<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.com</a>> wrote:<o:p></o:p></p>
<div>
<div>
<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">I’m using version 1.5.</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><i><span style="color:maroon">Jim Gaull</span></i></b><i><span style="color:maroon">
</span></i><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><i><span style="font-size:10.0pt;color:maroon">Business Unit Developer | First Trust Portfolios LP
</span></i><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><i><span style="font-size:10.0pt;color:maroon">120 E. Liberty Drive Suite 400 | Wheaton, IL 60187<br>
<a href="tel:630.517.7779" target="_blank">630.517.7779</a> | <a href="http://www.ftportfolios.com/" target="_blank">
www.ftportfolios.com</a></span></i><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>Mike Gatny<br>
<b>Sent:</b> Wednesday, September 23, 2015 4:34 PM</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}} CheckLatency Setting<o:p></o:p></p>
</div>
</div>
<div>
<div>
<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">What version of qf/n are you using?<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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"><span style="font-family:"Arial","sans-serif"">--</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-family:"Arial","sans-serif"">Mike Gatny<br>
Connamara Systems, LLC</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 3:12 PM, Gaull, Jim <<a href="mailto:JGaull@ftportfolios.com" target="_blank">JGaull@ftportfolios.com</a>> wrote:<o:p></o:p></p>
<div>
<div>
<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>
<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"><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"> </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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<div>
<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>
</div>
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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>
</div>
<div>
<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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<div>
<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>
<div>
<div>
<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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<p class="MsoNormal" style="mso-margin-top-alt:auto;margin-bottom:12.0pt"><br>
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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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