Hello,
I want to run 2 IQFeed clients on the same machine with the same Product name.

Is that possible ? If so how ?

Thank you,

Amit

Yes. Launch two of them.

- Jeff

You can't run 2 instances of the IQFeed Client on the same machine (there should be no reason you would want/need to do this since IQFeed is a multithreaded application). You can run multiple instances of your application or 3rd party applications connecting to IQFeed at the same time however.

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Jay Froscheiser
DTN - Trading Markets

Jay,
Is IQFeed really multithreaded? What do you mean by this?

One of my machines has two CPUs (dual 3GHz Xeon) and at the moment the IQFeed client process has been given a higher priority and is often at 50% CPU ie. it has 1 CPU dedicated to it. Overall, the machine is sitting at 70% CPU at this time. When this happens I start getting corrupt data from IQFeed and I can see the data download being clipped. My interpretation of this is that the IQFeed client is running on just one CPU and that this CPU isn't fast enough to cope with the number of symbols I'm watching (1150), hence my interest in running more than one IQFeed client on the same machine. My only choices otherwise is to reduce the number of symbols or upgrade the machine.

IQfeed is multithreaded in the following way:

All level 1 data sockets are processed in a single thread.
Each Lookup socket is processed in it's own thread.

So, If you open up 1 Level 1 socket and 1 lookup socket, you will have 2 threads running.
If you open up 2 level 1 sockets and 1 lookup socket, you will still have 2 threads running.
If you open up 2 level 1 sockets and 2 lookup sockets, you will have 3 threads running.

As for your concerns with the CPU usage of IQConnect, I am fairly certain that there is something besides CPU limitations causing the problems you are experiencing. I will do some testing tomorrow while the market open to verify, but a 3Ghz Xeon processor should be plenty of CPU to handle 1300+ symbols.

Steve,

We are watching the top 1300 NYSE stocks (by activity). We recently reduced that to 1150 stocks to reduce CPU usage. The NYSE has become far more active in the last year as they have become more automated. We have seen the data almost double in the last year for the same symbol list.
The IQFeed process will often sit at 40% (ie 80% of 1 CPU) at the start of the day, but then spikes up to 100%. When it's at 100% cpu, bandwidth is a very flat 730kbps. If we use 'normal' priority for the process it sits at ~600kbps. The server is in a Tier 1 data center so bandwidth availability is not an issue.
FYI, our app runs a separate thread to clear the IQConnect queue as fast as possible. We know we can process a full day's data from a file (around 8GB) in about 30mins on 1 CPU so we don't think we are the bottleneck.

Just curious if there ever was a resolution to this? Are you now able to watch more than 1300 stocks? And what ultimately was the bottleneck?

I also intend to watch as many stocks as possible and am trying to gauge if it is possible.

Thanks.

We have a decent number of customers watching 1800 symbols (the max available with IQFeed). However, it will take a VERY powerful machine and you may still struggle if you are watching the most active 1800 symbols. If you need to watch more, or want a product that is more efficient and sending and processing larger numbers of symbols, I would recommend looking at our NxCore product. Starting at $500 per month (price includes the API), you receive a full broadcast of the entire exchange's data. There is no symbol limit with NxCore. For information and/or trial, please email prosales@dtn.com or visit http://www.nxcore.com.

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Jay Froscheiser
DTN - Trading Markets

The questioner about multi-threading is probably confusing multi-threading with multi-processing.

Multi-threading is running more than one process concurrently, which may or may not occur on a box with multiple real processors.

Multi-processing refers to being able to run code on more than one real processor concurrently.

Typically, as in the above example, if one sees cpu on a 2-way box topping out at > 50%(100% of one real proc), but well below 100%, that can indicate that the code is not able to run on multiple procs; in effect, the code is not multi-processing. I believe that might be the case here. In this case, even tho the box has two procs on it, only one can effectively be used by IQFeed.

Note that Windows would be multi-processing, so Win can dispatch(run) -other- processes just
fine and drive up cpu in this example towards 100%(of two procs), but IQFeed will max at using just one proc.

I do Performance Analysis/Tuning on large mainframe boxes and see this all the time. Quite
common to see a database app 'hit the wall', even tho the box is not running full. LOTS of
apps will only run on one proc, cuz it's more complicated coding 'em up to utilize > 1 proc.

In this type of situation, you're only recourse is to lower the workload(bad) or get a box with
higher mips rated procs on it.