I am using .net/c++ version of quickfix. How does logging effect Quickfix performance? If I disable logging to file, can it help to increase performance of quickfix?
Thanks,
Asked
Active
Viewed 1,145 times
0
-
Best is to check it yourself. It depends on lot of other factors, other than the Quickfix library. There is no generic answer. – DumbCoder Apr 17 '14 at 11:53
-
I think this question was cross posted to the quant stack exchange, posting a link: http://quant.stackexchange.com/q/10971/743 – chollida Jul 04 '14 at 19:07
2 Answers
1
Like all things, it depends.
For file logging on a single threaded engine I've noticed up to a 2% drop in performance. if logging to a database I've seen about the same drop in performance.
For a multithreaded engine, ie multiple clients, I've measured a performance drop can be up to 4.2%.
Having said that like all things, you have to measure for your own work load?
Are you just receiving order messages? then you're probably fine.
Are you parsing market data? Then you need to be careful as market data dwarfs order flow generally.= and will give you performance problems that order flow doesn't come close to.
chollida
- 7,834
- 11
- 55
- 85
0
Your best bet would be to write some stress tests. Decide how much throughput your application requires, enable logging, and see if it can process it quick enough.
It will depend highly on your individual application, your machine/environment, and the logging framework you are using.
AlexC
- 1,646
- 1
- 14
- 26