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From Bruno Matos <bruno.ma...@paradigmaxis.pt>
Subject Re: tradedemo
Date Wed, 17 Feb 2010 09:19:59 GMT

On 2010/02/16, at 21:33, Inoshiro Linden wrote:

> I cannot answer this question, but wanted to point out my company has
> done some benchmarking on queue limits:
> http://wiki.secondlife.com/wiki/Message_Queue_Evaluation_Notes#Apache_QPID.2FRed_Hat_MRG

Thank you for your reply Inoshiro! That was the site where I saw the  
500,000 queues.

>
> Regards,
> Inoshiro Linden
>
>
> On Mon, Feb 15, 2010 at 1:54 PM, Bruno Matos
> <bruno.matos@paradigmaxis.pt> wrote:
>> Hello,
>>
>> In the trade demo example, there are a couple of things that I  
>> would like to
>> question you about. If we follow that strategy and have a queue for  
>> every
>> symbol, would give a lot o queues in the brokers.
>>
>> 1. How would qpid handle that?
>> 2. I have read somewhere that the broker could handle about 500,000  
>> queues,
>> there are any benchmarks about this?
>>
>> Now imagine that we follow that approach without problems about the  
>> number
>> of queues and have LVQs.
>>
>> 3. Once a client subscribe NASDAQ.*. How would he receive a  
>> snapshot of the
>> actual state without having to wait to arrive a new message for  
>> every LVQ,
>> once he cannot know all symbol to browse all queues individually  
>> (what would
>> not be a great approach anyway, I think...)?
>>
>> Thank you a lot!
>>
>> --
>> Bruno Matos
>> bruno.matos@paradigmaxis.pt
>>
>>
>>
>>
>
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>

--
Bruno Matos
bruno.matos@paradigmaxis.pt




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