Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »when busy trading,CPU usage up to 100%
Author Topic: when busy trading,CPU usage up to 100% (4 messages, Page 1 of 1)

milcloud
-Interested User-
Posts: 8
Joined: Oct 14, 2016


Posted: Oct 21, 2016 10:34 AM          Msg. 1 of 4
we just register about 40 symbols from iqconnect, such as CL,HG,GC,SI and so on.
during day trading, when the trading is busy, the traffic form iqconnect will up to 600kb/s some time 1000kb/s ,then cpu will run up to 100%, and when that happens, the tick will stay in buffer, and our software can not deal it as qucik as the new tick reached.

the software we receive tick do not do much complex work, just parse the tick line form iqconnect and convert to the struct we need.

my process method:
1.recv string line form iqconnect in threadA and put tick string in RingBuffer
2.parse the string line in another threadB

server: 2Core 2G Windows2003
language: C#

so questions
1.any other one meet this problem too? how to deal this problem.
2.do iqfeed provider snapshot of the tick such as 250ms or 500ms? then we will no need do handle so much Ticks.



i have put the tick parse function in the attachment.
Edited by milcloud on Oct 21, 2016 at 10:35 AM
Edited by milcloud on Oct 21, 2016 at 10:37 AM



File Attached: parse_function.txt (downloaded 195 times)

milcloud
-Interested User-
Posts: 8
Joined: Oct 14, 2016


Posted: Oct 21, 2016 10:39 AM          Msg. 2 of 4
i saved the statistic of server as attachement.



File Attached: server statistic.png (downloaded 143 times)

DTN_Steve_S
-DTN Guru-
Posts: 2022
Joined: Nov 21, 2005


Posted: Oct 21, 2016 02:21 PM          Msg. 3 of 4
Unfortunately we don't provide a snapshot data option at this time and if implemented, the likely lower limit would be 1s.

With that said, I took a look at the code you provided and the obvious thing that jumps out at me is the use of String.Split. This function allocates a new array and a new string object for each and every field on each and every message. When dealing with potentially thousands of messages per second (possibly 10s of thousands), this is going to be very inefficient, especially since these are temporary objects and you are immediately converting the fields to binary. In order to efficiently process the feed, you need to eliminate as many of these types of temporary variables as possible in your processing.

Also, make sure you are using the dynamic fieldsets feature of the feed to eliminate any fields that you aren't interested in processing. I can't tell from the code snipit if you are using this or not but make sure you are.

milcloud
-Interested User-
Posts: 8
Joined: Oct 14, 2016


Posted: Oct 22, 2016 08:01 AM          Msg. 4 of 4
i use dynamic fieldsets, and thanks for your suggestion, i will try to get some efficient way to handle this problem.

thanks.
 

 

Time: Fri August 18, 2017 2:55 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003