<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=Windows-1252">
<style type="text/css" style="display:none;"><!-- P {margin-top:0;margin-bottom:0;} --></style>
</head>
<body dir="ltr">
<div id="divtagdefaultwrapper" style="font-size:12pt;color:#000000;font-family:Calibri,Helvetica,sans-serif;" dir="ltr">
<p style="margin-top:0;margin-bottom:0">Hi Kunal,</p>
<p style="margin-top:0;margin-bottom:0"><br>
</p>
<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>
<p style="margin-top:0;margin-bottom:0"><br>
</p>
<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>
</p>
<br>
<br>
<div style="color: rgb(0, 0, 0);">
<hr style="display:inline-block;width:98%" tabindex="-1">
<div id="divRplyFwdMsg" dir="ltr"><font style="font-size:11pt" color="#000000" face="Calibri, sans-serif"><b>From:</b> Quickfixn <quickfixn-bounces@lists.quickfixn.com> on behalf of Kunal CHANGELA <kunal.changela@us.bnpparibas.com><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>
<div> </div>
</div>
<div link="blue" vlink="purple" lang="EN-US">
<div class="x_WordSection1">
<p class="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_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>
<p class="x_MsoNormal"><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D"> </span></p>
<div>
<p class="x_MsoNormal" style="line-height:115%"><span style="font-size:11.0pt; line-height:115%; font-family:"Calibri","sans-serif"; color:#1F497D" lang="EN-GB">Thanks,</span><span style="font-size:11.0pt; line-height:115%; font-family:"Calibri","sans-serif"; color:#1F497D"></span></p>
<table class="x_MsoNormalTable" style="background:white" cellspacing="0" cellpadding="0" border="0">
<tbody>
<tr>
<td colspan="2" style="padding:0in 0in 0in 0in">
<p class="x_MsoNormal"><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D"><img naturalheight="41" naturalwidth="623" id="x__x0000_i1027" alt="CIB_BM_Sign_E_Q" tabindex="0" width="623" height="41" src="cid:image001.png@01D3DAE9.CBFEB9A0"></span><span style="font-family:"Tahoma","sans-serif"; color:#1F497D"></span></p>
</td>
</tr>
<tr>
<td style="padding:0in 0in 0in 0in" valign="top">
<p class="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_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>
</td>
<td style="padding:0in 0in 0in 0in" valign="top">
<p class="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>
</p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D"> </span></p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D">787 7th Avenue, New York, NY 10019</span></p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D">Tel: +1 212 841 2640</span></p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D">Mobile: +1 917 216 8852</span></p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D"><a href="mailto:kunal.changela@us.bnpparibas.com" id="LPlnk160242" previewremoved="true"><span style="color:black">kunal.changela@us.bnpparibas.com</span></a>
</span></p>
<p class="x_MsoNormal"><span style="font-size:7.0pt; font-family:"Tahoma","sans-serif"; color:#1F497D"> </span></p>
</td>
</tr>
<tr>
<td colspan="2" style="padding:0in 0in 0in 0in"></td>
</tr>
<tr>
<td colspan="2" style="padding:0in 0in 0in 0in">
<p class="x_MsoNormal"><span style="font-family:"Tahoma","sans-serif"; color:#1F497D"><img naturalheight="75" naturalwidth="356" id="x_Picture_x0020_2" tabindex="0" width="356" height="75" border="0" src="cid:image002.gif@01D3DAE9.CBFEB9A0"></span></p>
</td>
</tr>
</tbody>
</table>
<p class="x_MsoNormal"><b><span style="font-size:7.0pt; font-family:"Verdana","sans-serif"; color:#00814F"><img naturalheight="22" naturalwidth="22" id="x_Picture_x0020_3" alt="icône représentant un arbre et symbolisant la nature" tabindex="0" width="22" height="22" border="0" src="cid:image003.jpg@01D3DAE9.CBFEB9A0"> 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>
</div>
<p class="x_MsoNormal"><span style="font-size:11.0pt; font-family:"Calibri","sans-serif"; color:#1F497D"> </span></p>
<div>
<div style="border:none; border-top:solid #B5C4DF 1.0pt; padding:3.0pt 0in 0in 0in">
<p class="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 [mailto:quickfixn-bounces@lists.quickfixn.com]
<b>On Behalf Of </b>Gabe Barwick<br>
<b>Sent:</b> Monday, April 23, 2018 9:47 AM<br>
<b>To:</b> quickfixn@lists.quickfixn.com<br>
<b>Subject:</b> [EXTERNAL] {{Quickfixn}} Volume of data</span></p>
</div>
</div>
<p class="x_MsoNormal"> </p>
<div id="x_divtagdefaultwrapper">
<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>
</div>
</div>
<p><br>
This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or
disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. Please note that certain
functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc.</p>
<p><br>
Unless otherwise provided above, this message was sent by BNP Paribas, or one of its affiliates in Canada, having an office at 1981 McGill College Avenue, Montreal, QC, H3A 2W8, Canada. To the extent this message is being sent from or to Canada, you may unsubscribe
from receiving commercial electronic messages by using this link: <a href="https://nam03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.bnpparibas.ca%2Fen%2Funsubscribe%2F&data=02%7C01%7C%7C14784293a1ef4be5091008d5a9227966%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636600887884678532&sdata=ESJ0aR5ax8N6l%2BlTPfE5y56UD%2F2khcFVYrSCiCFBCPM%3D&reserved=0" originalsrc="http://www.bnpparibas.ca/en/unsubscribe/" shash="phNkkg5UL29BVfgGXI4KsoCdjsBepSwGsSBp8qxd1Wa9LAyQxtOXQXlVF0PumicU83yDfWDM2cenblWF6UPsNcNPSxqDEpLjsmdbhF64cHbk9g9yJkrf1Y4uCAHlewe8LH+vOwIDnSch0mkoqBHHxkjwjGDXziSp9RYnOQhyeOk=" id="LPlnk187648" previewremoved="true">
www.bnpparibas.ca/en/unsubscribe/</a>. See <a href="https://nam03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.bnpparibas.ca&data=02%7C01%7C%7C14784293a1ef4be5091008d5a9227966%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636600887884678532&sdata=%2FEh7bSwGT5I52PaftnDruQuVD051L8nuj71KILFDNaY%3D&reserved=0" originalsrc="http://www.bnpparibas.ca" shash="uevWHq0+OoLLwdyFZXZPusPtlxzZsmJlbnL0vQdsmF+GBMzBrAhxkn+7zfxJyGZ3WEhatvFEjfS14YGdPe1Q36VzEi3jlGiH8uaH4+UC718n0SFc/L0sAYL08P68svLMiHUgzISij9LKYddg/YjgkpjvmNyqGHV21ZNHOfufV00=" id="LPlnk494757" previewremoved="true">
www.bnpparibas.ca</a> for more information on BNP Paribas, in Canada.</p>
</div>
</div>
</div>
</body>
</html>