Joined: Feb 5, 2016
Posted: Feb 5, 2016 11:16 AM
Msg. 1 of 2
I am watching 1 min streaming bars for around 488 stock symbols. I have noticed the following behavior and wanted to know if this is as expected or not. I am using only 1 connection in my program. And IQConnect memory usage is 4MB during the run. Upon receiving the bars, I am only doing things like adding it to a local list in memory and log the message to the file for diagnostics purpose.
Among these symbols I am watching, the time difference between the first bar I got and the last one I got is ~57 seconds which means for the Nth min bar, quite some bars are not received until Nth + 57s.
Also noticed that for several symbols, the delay is even more severe (more than 2 minutes).
Joined: Apr 25, 2006
Posted: Feb 5, 2016 12:12 PM
Msg. 2 of 2
Streaming bars will only update when a trade occurs. So if there is a couple minute or longer break in data, you will see a delay in the time before you get an update message to match. And while 4 is probably lower than I would expect to see by a few MB, it sounds like all of your operation is normal.