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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
I'm using QF 1.11.0 for Java. I've implemented a class that extends quickfix.MessageCracker and implements quickfix.Application. In my implementation, each FIX application message I receive needs to update certain records in the DB behind my investment management system. I've noticed that on rare occasions, this can take up to a minute and prevents my application from sending heartbeat messages. This results in my counterparty sending a test request, which I'm unable to process, since my application is still busy trying to update my database, which then causes the counterparty to drop the FIX session.
Does anyone have any suggestions how to manage this? I thought of spawning a new thread for each FIX application message I receive, which would process the message, but is there a better way?
Thanks
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