My application requests a minute history using the COM interface on several stocks at around 10:30 EST. It requires (and normally gets) very fast execution to make trading decisions. Yesterday, the requests executed slowly and received a few errors on requests. Today, the requests executed EXTREMELY slowly. Is there a server-side issue (heavy load, change in configuration, etc.)?

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Michael S Bielinski

Upon initial testing, I am not seeing any abnormal results with history requests.

How slow is "EXTREMELY slowly"?

can you give me a better idea of how your application is using IQFeed?

Are you making a large number of history requests?
Are you also watching Level1 data? Level2? Regionals? etc...

Its a rather simple application - it analyzes morning data (5 minute bars) of a few hundred stocks in order to select 3-4 for trading. The analysis happens at 10:25 am, the selection at 10:30 am.

I've implemented this with the IQFeed COM component, using RequestMinuteHistory. It has performed reliably for the last couple of months at a speed on the order of 1/10 sec per update. Yesterday, several (a few percent) of the requests returned errors (my software does not report the exect error and I do not get the errors today to try to determine this). Today, the requests are taking on the order of >1 sec each, which adds up considerably when doing back-to-back multiple requests, and is outside of my expected timeframe.

So, I'm curious why the slowdown (5x - 10x slower) - if it can be explained on your end, and if so, is it expected to be temporary ot permanent.

Thanks,
Mike

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Michael S Bielinski

For what it's worth, I got similar behavior today and yesterday.

Yesterday, a substantial number of my historical queries returned "Invalid symbol". In some cases, I needed to query more than 10 times to get actual history.

Today, some of my historical queries took more then 20 seconds to fill (500 bars of daily data). Generally, this query takes about 1 second.

I'm still getting a higher than normal return of "Invalid symbol" responses to historical queries today.

I've been monitoring through the day - speed and reliability seems to be up considerably from this morning, but is still a little slow... is it a load problem in the AM?

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Michael S Bielinski

We are currently investigating this issue. We will Let you know as soon as we have more information.

Our operations department made some changes to the configuration of our server farms last night that should help in load balancing and make the overall user experience better for all dtn customers.

Please let us know if these issues persist.

Maybe it's just me, but these issues still seem relatively frequent. Just a few minutes ago:

HD,RHAT,500;
<20 second pause>
!ERROR! Invalid symbol.
HD,RHAT,500;
2006-11-10 ....

!ENDMSG!

There were many examples of this today with 15-20 second pauses before getting an Invalid symbol. In general, a re-issue of the request worked, but sometimes it would take 2 or 3.

Hello,

Are you still having occurences of this issue or has it seemed to resolve itself? I apoligize for the delayed response.

The problem disappeared around the time of your Nov 7 post. Whatever changes you made to the server configuration seems to have cleared up the problem.

Thanks!

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Michael S Bielinski