<div dir="ltr">Thanks James and Grant for your response.<div><br><div>1. Currently the message processor is offloaded to a delegate rather than a thread and it has a very minimal process to just throw the FIX message to a message bus as it receives it. It does not have any long running or time taking process.( I may try offloading it to a thread to see if that tricks out)</div><div>2. I do not think we have a ridiculous volume of AE messages and we are not using any secdef's request for our implementation, so i may rule out that option.</div><div>3. This is an intermittent issue which happens sporadically and we could not determine a particular pattern as when it happens.</div><div><br></div><div>Is there any other way to troubleshoot ? I know for sure that for the missing trades, the fromApp callback methods are not being invoked as i have placed a few debug statements in there and i do not see them in the logs which would tell me that fromApp method is not being invoked.</div><div><br></div><div>Apparently when we request for a snapshot/historical trades , we do see those missing trades.</div><div><br></div><div>Thanks,</div><div>--Raju.v </div></div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Wed, Apr 27, 2022 at 11:57 AM Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com">gbirchmeier@connamara.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr"><div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">I have a lot of experience with the ICE Trade Capture interface (though with QF/j instead of QF/n).</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">James' suggestion is good, though honestly I wouldn't expect that kind of issue with AE messages unless you are doing some ridiculous volume. (I have seen such lag when requesting many SecDefs at once, as that gets you a fricken' firehose of data that will overwhelm an app.)</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">Unfortunately, your question doesn't have sufficient info that I can make any other guesses. If you are processing 17=38006084 and 88 but not 87... I can't think of any reason why the engine would do that (assuming they are received in order). I can only suspect your own code, rather than the engine.</div></div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Wed, Apr 27, 2022 at 6:51 AM James Riehl <<a href="mailto:pete.riehl@gmail.com" target="_blank">pete.riehl@gmail.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="auto">Only thing to suggest is to make sure the message processing is not blocking. Make sure to offload this to a separate thread.<br><br><div dir="ltr">Sent from my iPhone</div><div dir="ltr"><br><blockquote type="cite">On Apr 26, 2022, at 23:48, Veduruparthi Raju <<a href="mailto:rveduruparthi@gmail.com" target="_blank">rveduruparthi@gmail.com</a>> wrote:<br><br></blockquote></div><blockquote type="cite"><div dir="ltr"><div dir="ltr">We have recently noticed that some of the trades which are being sent from the ICE exchange are missing and when I have analyzed the quick fix message logs, I did see that ICE servers are sending all the trade messages and also have validated the seq num are in order and everything looks fine.
I do not see any rejection messages.<div><br><div>It looks like the FromApp and the OnMessage callbacks are not being invoked for a few of the trades when processing and thereby missing the trades.</div><div><br></div><div>The message processor implementation is a separate delegate.</div><div><br></div><div>Can you please advise as to what is going wrong and how to troubleshoot this issue and if you have ever addressed this issue before, is there any suggested fix ?</div><div><br></div><div>Appreciate your response.</div><div><br></div><div>As an example: The below are the three trades we received and the trade
<b>17=38006087 </b>is missing and the rest two trades have successfully been processed.<br clear="all"><div><br></div><div>8=FIX.4.4 9=568 35=AE 49=ICE <b style="background-color:rgb(0,255,0)">34=291</b> 52=20220307-15:54:09.266 56=14745 57=2 571=2985139 487=0 856=0 828=0 150=F <span style="background-color:rgb(255,255,0)"><b>17=38006084</b></span> 39=2 570=N 55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601 917=20220630 32=1 31=118.81 9018=1 9022=1 75=20220307 60=20220307-15:54:09.266 9413=0 9028=288003 9707=4 552=1 54=2 37=38006081 11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC 447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D 452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W 447=D 452=54 77=O 9121=Basel 10=006 <br><br>8=FIX.4.4 9=568 35=AE 49=ICE <span style="background-color:rgb(0,255,0)"><b>34=292</b></span> 52=20220307-15:54:09.266 56=14745 57=2 571=2985143 487=0 856=0 828=0 150=F <span style="background-color:rgb(255,255,0)"><b>17=38006087</b></span> 39=2 570=N 55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601 917=20220630 32=1 31=118.80 9018=1 9022=1 75=20220307 60=20220307-15:54:09.266 9413=0 9028=288004 9707=4 552=1 54=2 37=38006081 11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC 447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D 452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W 447=D 452=54 77=O 9121=Basel 10=005 <br><br><br>8=FIX.4.4 9=568 35=AE 49=ICE <span style="background-color:rgb(0,255,0)"><b>34=293</b></span> 52=20220307-15:54:09.266 56=14745 57=2 571=2985146 487=0 856=0 828=0 150=F <span style="background-color:rgb(255,255,0)"><b>17=38006088</b></span> 39=2 570=N 55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601 917=20220630 32=2 31=118.80 9018=2 9022=1 75=20220307 60=20220307-15:54:09.266 9413=0 9028=288006 9707=4 552=1 54=2 37=38006081 11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC 447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D 452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W 447=D 452=54 77=O 9121=Basel 10=014 <br></div><div><br></div><div><br></div><div dir="ltr">Thanks,<div>--Raju.v</div></div></div></div></div>
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature">Thanks,<div>--Raju.v</div></div>