<html><head><meta http-equiv="content-type" content="text/html; charset=utf-8"></head><body dir="auto">I don’t know what’s entailed with overwriting these methods, but it would be an interesting exercise.<div><br></div><div>Grant have you ever seen performance issues for reasons other than on message thread hogging?<br><br><div id="AppleMailSignature">Sent from my iPhone</div><div><br>On Apr 23, 2018, at 10:33, Gabe Barwick <<a href="mailto:barwickhome@hotmail.com">barwickhome@hotmail.com</a>> wrote:<br><br></div><blockquote type="cite"><div>

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<p style="margin-top:0;margin-bottom:0">Hi James,</p>
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<p style="margin-top:0;margin-bottom:0">Thanks for your input.</p>
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<p style="margin-top:0;margin-bottom:0">I do everything with my own code in OnMessage  on background threads.</p>
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<p style="margin-top:0;margin-bottom:0">BUT QuickFix/N writes the FIX log message and event files itself on main thread. Do you recommend overriding these as well?</p>
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<div id="divRplyFwdMsg" dir="ltr"><font style="font-size:11pt" color="#000000" face="Calibri, sans-serif"><b>From:</b> Quickfixn <<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a>> on behalf of James Riehl <<a href="mailto:pete.riehl@gmail.com">pete.riehl@gmail.com</a>><br>
<b>Sent:</b> 23 April 2018 14:24<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Volume of data</font>
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<div dir="auto">Your on message should do nothing other than queue processing. If your writing to disk in the onMessage then you’re doing too much. Queue up and process, I recommend blocking collection. <br>
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<div id="x_AppleMailSignature">Sent from my iPhone</div>
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On Apr 23, 2018, at 10:13, Gabe Barwick <<a href="mailto:barwickhome@hotmail.com" id="LPlnk330583" previewremoved="true">barwickhome@hotmail.com</a>> wrote:<br>
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<p style="margin-top:0; margin-bottom:0">Hi Kunal,</p>
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<p style="margin-top:0; margin-bottom:0">So you think the QuickFix/N own FIX message logger is too slow even with SSD?</p>
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<p style="margin-top:0; margin-bottom:0">I can override it easily, but was hoping it was unnecessary - but you think it would be worthwhile?<br>
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<div id="x_divRplyFwdMsg" dir="ltr"><font style="font-size:11pt" color="#000000" face="Calibri, sans-serif"><b>From:</b> Quickfixn <<a href="mailto:quickfixn-bounces@lists.quickfixn.com" id="LPlnk959812" previewremoved="true">quickfixn-bounces@lists.quickfixn.com</a>>
 on behalf of Kunal CHANGELA <<a href="mailto:kunal.changela@us.bnpparibas.com" id="LPlnk953476" previewremoved="true">kunal.changela@us.bnpparibas.com</a>><br>
<b>Sent:</b> 23 April 2018 13:59<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Volume of data</font>
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<p class="x_x_MsoNormal"><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D">Instead of writing to disk you could write to an in-memory queue and then have another thread consume that.</span></p>
<p class="x_x_MsoNormal"><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D">I think you want to effectively receive the message, add to your queue and return back….dont spend time in the handler of the message to do work.</span></p>
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<p class="x_x_MsoNormal" style="margin-left:41.25pt"><b><span style="font-size:8.5pt; font-family:"Arial","sans-serif"; color:#1F497D">Kunal Changela</span></b></p>
<p class="x_x_MsoNormal" style="margin-left:41.25pt"><b><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:gray">Credit Risk and PnL Development</span></b></p>
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<p class="x_x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D">Group Email:
<a href="mailto:crditny@us.bnpparibas.com" id="LPlnk315636" previewremoved="true">
<span style="color:blue">DL CRD IT NY</span></a> (x841 4876, Intl: x721 4876) </span>
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<p class="x_x_MsoNormal"><b><span style="font-size:7.0pt; font-family:"Verdana","sans-serif"; color:#00814F"><image003.jpg>  Do not print this document unless it is necessary, consider the environment</span></b><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D"></span></p>
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<p class="x_x_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 [<a href="mailto:quickfixn-bounces@lists.quickfixn.com" id="LPlnk492916" previewremoved="true">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Gabe Barwick<br>
<b>Sent:</b> Monday, April 23, 2018 9:47 AM<br>
<b>To:</b> <a href="mailto:quickfixn@lists.quickfixn.com" id="LPlnk987757" previewremoved="true">
quickfixn@lists.quickfixn.com</a><br>
<b>Subject:</b> [EXTERNAL] {{Quickfixn}} Volume of data</span></p>
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<p><span style="font-family:"Calibri","sans-serif"; color:black">Hi,</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">I am receiving a large amount of data (1K+ fix messages per second) from a vendor on my Windows 2008 server.</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">In OnMessage() I put a return so that I don't actually do anything with the data. All that happens is that QuickFix/N itself writes fix message to SS disk.</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">My vendor tells me that I am a slow "consumer" at peak times, meaning I am not handling messages fast enough.</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">What can I do to improve things? As I am not doing anything other than disk-write, am I correct to assume this is the problem?</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">Should I use a background writing class (on separate thread) instead of QuickFix's</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">own?</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black">Any thoughts greatly appreciated</span></p>
<p><span style="font-family:"Calibri","sans-serif"; color:black"> </span></p>
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