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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Thank you Grant, that is exactly what I’m doing using BlockingCollection. I just wanted to make sure I was not re-inventing the wheel.<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>Grant Birchmeier<br>
<b>Sent:</b> Friday, April 15, 2016 2:54 PM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Persisting messages in the DB<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">This is not a built-in feature. I'm not sure if it should be.<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">My key piece of advice would be: <b>
Do not do the DB save on the QF callback thread!</b> Implement a work queue. When a message comes in that you want to save, have your OnMessage(x) method save it in that queue. A separate DB-writer thread should block on that queue and pop messages off to
save them in the DB. (If you search for C# BlockingQueue, you'll find some samples.)<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">(QF callbacks are single-threaded. If any of them take a long time doing something (like, say, doing DB stuff), they'll cause the engine's message queue to get backed up and you'll eventually disconnect because
of lag.)<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">Other advice:<o:p></o:p></span></p>
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<li class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;mso-list:l0 level1 lfo1">
Do your DB-work-queue pushes in OnMessage() callbacks. I don't see a good reason to do it in FromApp(), unless you are sure you really want all messages of all types.<o:p></o:p></li><li class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;mso-list:l0 level1 lfo1">
If it's a market data connection, ABORT ABORT! Too much data, and old data is not useful anyway. There's no reason to save this stuff.<o:p></o:p></li></ul>
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<p class="MsoNormal">-Grant<o:p></o:p></p>
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<p class="MsoNormal"><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 Thu, Apr 14, 2016 at 11:24 AM, James A. Smith <<a href="mailto:jsmith@anstca.com" target="_blank">jsmith@anstca.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 new to QuickFix. I need a way to persist all messages into the DB. Can QuickFix/N do this out of the box? If so, can you point me to examples or documentation for this?
I can’t seem to find anything?<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>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">James
<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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<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">-- <o:p></o:p></p>
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<p class="MsoNormal"><span style="font-size:10.0pt;background:white">Grant Birchmeier</span><o:p></o:p></p>
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<p class="MsoNormal"><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"><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"><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"><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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