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»Forums Index »Product Support »IQFeed 3rd Party Software Support »slow tick data download with ninja trader
Author Topic: slow tick data download with ninja trader (3 messages, Page 1 of 1)

steve1986
-DTN Evangelist-
Posts: 119
Joined: Apr 13, 2009


Posted: Apr 13, 2009 10:50 PM          Msg. 1 of 3
Hi there,

I'm a newbie that just signed up for a free trial account. I intend to use the IQ data feed with Ninja Trader and Quotetracker, and hope to develop my own API programs.

I find that downloading tick data using Ninja Trader is extremely slow. For example, I tried downloading 30 days of tick data for GS, and it took a very long time, and I see no activity in the IQ Connection Manager. Is this normal?

I noticed that I haven't been set to getting real-time quotes yet, all the quotes I get seem to be delayed (as per Quotetracker) so I don't know if this is linked to the problem.

Any insight would be greatly appreciated!

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 13, 2009 11:08 PM          Msg. 2 of 3
30 days of tick data for active symbols is going to take a long time for sure. While we provide 30 days of tick data after regular market hours, you can expect it to take several minutes to pull the data for each symbol if its actively traded. We intend to optimize these requests at some point, but it is advisable to only pull this data one time then store it locally. Subsequent requests can then be made for single day's at a time. In theory you can expect to receive a couple to a few thousand ticks per second from the tick history server.

You won't see the activity in the IQConnection manager for historical data requests, so don't use this as an indicator for download progress. With GS trading several hundred thousand times per day, you will get back a good 2.5M trades in a 30 day request. Thus, I would guess the request to take 15 minutes or better to get all the data.

Being authorized for delayed data won't affect this. First thing tomorrow once our Admin staff reviews the exchange agreements your account will be authorized for real time data.

Jay Froscheiser
DTN - Trading Markets

steve1986
-DTN Evangelist-
Posts: 119
Joined: Apr 13, 2009


Posted: Apr 13, 2009 11:41 PM          Msg. 3 of 3
Oh okay, great thanks for the info! Yes, it did take around 15 mins, but because there wasn't any indication in the connection manager, I didn't realize that it was downloading data.
 

 

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