Response Latency on daily connection reconnect

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Imported from previous forum

2

Hi,

I am experiencing an issue with our FIX connection recycling which we do on a daily basis. I have setup to stream 200 ccy pair rates which our system requests in batches of 50 every 20 seconds. The problem is that until we request all 200 ccy pairs we do not get a response back and the connection times out. (I increased the timeout to troubleshoot) When we receive the response it is coming with an old time stamp of when it was supposed to be received. Seems as if we stack up the responses on our end but we do not see where the issue could be. Here is a summary of the events:

21:30:07 Log on
21:30:07 Log on ack
21:30:07 batch of requests sent
21:30:27 batch of requests sent
21:30:47 batch of requests sent
21:31:07 batch of requests sent
21:31:27 batch of requests sent
21:31:47 batch of requests sent
21:32:07 batch of requests sent
21:32:27 batch of requests sent
21:32:47 batch of requests sent
21:33:07 batch of requests sent
21:33:07 first response with a time stamp of 21:30:07

Has anyone seen such a behavior. We use 64 bit 4.2 FIX.

Thanks!
Kamen

3

Hi Kamen,

this is a forum about general FIX protocol questions. Your issue
is very specific to your network configuration and FIX engine etc.

Please discuss this with your counter party or FIX engine provider.

Cheers, Jörg

I am experiencing an issue with our FIX connection recycling which we do on a daily basis. I have setup to stream 200 ccy pair rates which our system requests in batches of 50 every 20 seconds. The problem is that until we request all 200 ccy pairs we do not get a response back and the connection times out. (I increased the timeout to troubleshoot) When we receive the response it is coming with an old time stamp of when it was supposed to be received. Seems as if we stack up the responses on our end but we do not see where the issue could be. Here is a summary of the events:

21:30:07 Log on
21:30:07 Log on ack
21:30:07 batch of requests sent
21:30:27 batch of requests sent
21:30:47 batch of requests sent
21:31:07 batch of requests sent
21:31:27 batch of requests sent
21:31:47 batch of requests sent
21:32:07 batch of requests sent
21:32:27 batch of requests sent
21:32:47 batch of requests sent
21:33:07 batch of requests sent
21:33:07 first response with a time stamp of 21:30:07

Has anyone seen such a behavior. We use 64 bit 4.2 FIX.

Thanks!
Kamen