<div dir="ltr">Hi Mike - thanks for the reply.<div><br></div><div>I haven't implemented any logging within QuickFix, I'm handling it myself within the FromApp but its pretty efficient and as you said I have already tried removing it and still couldn't keep up.</div><div><br></div><div>Can you explain the nullLog + MemoryStore combination you suggest? I assume the nullLog is already in place since I don't define a FileLogPath? <span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">I see no settings relating to Memory...</span></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Mar 2, 2018 at 4:17 PM, Mike Gatny <span dir="ltr"><<a href="mailto:mgatny@connamara.com" target="_blank">mgatny@connamara.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Steve,<div><br></div><div>The usual cause is doing too much processing in the FromApp/OnMessage callback, which happens on QF/n's message processing thread, and therefore blocks it from progressing until you return from the callback.</div><div><br></div><div>If that is not the case (you mentioned you removed all processing to see what would happen, which was a good idea), then splitting your subscriptions even further onto separate instances of the app is indeed a proven strategy.</div><div><br></div><div>One other thing to look at: which Log and Store implementations are you using? It might be interesting to try the combination of NullLog + MemoryStore.</div><div><br></div></div><div class="gmail_extra"><br clear="all"><div><div class="m_8493438369452433310gmail_signature" data-smartmail="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"><div><div class="h5">On Fri, Mar 2, 2018 at 9:47 AM, Steven Leonard <span dir="ltr"><<a href="mailto:stois7644@gmail.com" target="_blank">stois7644@gmail.com</a>></span> wrote:<br></div></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="h5"><div dir="ltr">Hi,<div><br></div><div>I am using the Quickfix .NET dll v1.7 to export raw FIX MarketDataSnapshotFullRefr<wbr>esh (35=W) messages to a flat file.</div><div><br></div><div>It seems I have been hitting an upper limit on the message rate Quickfix can handle. It maxes out each 3.10Ghz Xeon core when I get towards 500 messages per second. The messages contain up to 25 Bids and 25 offers (Depth of 50). </div><div><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">The app then cannot keep up with the messages being sent - I keep getting disconnected by the sender as the message buffer their side has reached the maximum depth they allow.</span>
</div><div><br></div><div>Has anyone else hit this high CPU usage issue? I have tried removing any processing my side to the point where I don't even crack the messages and have even tried a version which doesn't do anything but consume the messages (no logging/output) without luck.</div><div><br></div><div>Any suggestions to improve performance/efficiency are welcome.</div><div>Else I can only split the symbols out into more instances of the app and use more CPU cores - I'm already running three.</div><div><br></div><div>Thanks,</div><div><br></div><div>Steve</div></div>
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