Support Board

This customer has serious performance problems. CQG FIX Server and customer's FIX client interact via socket. Socket sends messages to a client. If socket is loaded with the messages being sent FIX server puts a new message into an internal buffer. A message stays in the buffer until the socket is free. The socket frees up when a client pulls a message out of it. This is a client who decides when to read a message from a socket, we cannot "push" it.

CQG FIX Server started buffering execution reports generated after UAF in 22 milliseconds after UAF came in, but managed to wire messages much later. I see a lot of messages failed to be sent due to overloaded socket and for that reason they went to an internal server's buffer. If a connection is closed all buffered messages are lost. Exactly this happened to this customer, he closed a TCP connection on 11/12/2014 15:04:00.693 and all buffered messages were lost, including execution report for the order 482993724 and UBR message.

It is recommended that your customer urgently fixes performance issue with too slow reading of the messages sent to him, otherwise he will continue losing them.

Finally, the fact that second UAF succeeded and customer received everything simply means that the amount of messages generated for him was smaller than that in the first case and he managed to pull everything from the socket.

This is a performance problem on the customer side and shall be fixed there.