Joined: Apr 4, 2018
Posted: Apr 4, 2018 01:13 PM
Msg. 1 of 3
I am getting substantial lags in the IQFeed data. The lags are measured using the timestamp out of IQFeed and comparing it to the system time when the message enters my software.
Of course, there is an offset between the IQFeed clock and my local system clock. My hope is that the time difference would remain fairly constant and during low traffic times of day, it does. However, during high traffic periods, such as the last 30 minutes of trading, the offset varies a lot, sometimes it just keeps increasing.
Does anyone have any information on how many tickers and how many messages per second IQFeed can support?
I have attached a Python 3.6 program that I am using to do the measurement. First, you will need to start IQLinkLauncher and then run the program as "python IQTestClient.py"
Thanks in advance