Setting SO_RCVBUF in SFC?
Is it possible to setSO_RCVBUF in SFC on the socket of the connection to P2PS? (the default size set by the OS is inadequate - about 100k)
I couldn't see any mention of it being possible in the SFC docs.
We have some fairly busy market data consumer applications that would benefit from a larger socket buffer smoothing out spikes in the incoming market data - sometimes the spikes are too big and result in the client being kicked off P2PS, which is more disruptive to us than purely queuing the data at the expense of latency.
Tagged:
0
Best Answer
-
Here are some ideas:
- Increase the OS default values. This will of course affect all applications on that host.
- Increase buffer size in the P2PS (nowadays called ADS). This will of course affect all consumers that use this specific ADS. I've seen some sites that deliberately set aside a dedicated ADS for slow legacy consumers. Such ADS would then have buffer size much higher than the default.
- Enable TrafficManagement on the ADS. This is a feature of the ADS whereby it will automatically start conflating the updates if it detects that the consumer is falling behind. The way it detects this is by looking at the consumer channel's buffer utilization and when it gets above a certain threshold it will start conflating. You should of course only enable this feature is conflating is acceptable to you. I suspect that a very sudden and big burst may come too quick for this feature to kick in in, in other words: the feature cannot guarantee you that you'll never be kicked off the ADS again. Also, for conflation to have an effect there needs to something to actually conflate. If the updates are spread out on many data items (rather then within a data item) then conflation has no effect.
- Finally, and I'm sure you know this and don't want to listen to this : You are really treating the symptom, not the problem. You've got a slow consumer on your hands and on top of that you are using what can best be described as a legacy API. With the newer APIs (RFA) you would be able to alleviate the problem simply by using configuration variables even if your code logic was not as fast as one would like. Also the default mode of RFA is to read messages from the wire in a separate thread and the message is then put into a queue for the application to consume when it is ready to do so. Thus the ability to handle spikes is only limited by the memory available to the application which is a very suitable model for your scenario (don't care about latency). This is why you should try to be modern with your consumer.
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛