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)




"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"It’s so nice to be working with real professionals!" - Comment from Len
"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
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"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
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Corrupted structure for historical data
Author Topic: Corrupted structure for historical data (6 messages, Page 1 of 1)

ovolansky
-Interested User-
Posts: 9
Joined: Apr 18, 2018


Posted: Apr 27, 2018 08:59 AM          Msg. 1 of 6
Hello,

I'm trying to receive historical data for approx 2000 symbols and after a while some records which I receive are not in correct structure.

It looks like the last row overwrite the first row and the message begins with: 238,!ENDMSG!,
Could you please advice me, what could be the reason? ( I tried to increase socket buffer, but without any improvement)

Thank you,
Ondrej

DTN_Steve_S
-DTN Guru-
Posts: 2061
Joined: Nov 21, 2005


Posted: Apr 27, 2018 09:22 AM          Msg. 2 of 6
Hello, this is almost certainly a case of either not properly dealing with partial messages you read off the socket or not properly clearing resources between requests.

By "partial messages", I'm referring to when you read from a socket into a buffer, there is no guarantee that the last characters read will be at a message break which means you have to save off the partial message you received and prepend it to the beginning of the data on the next socket read.

ovolansky
-Interested User-
Posts: 9
Joined: Apr 18, 2018


Posted: Apr 27, 2018 09:42 AM          Msg. 3 of 6
Hello,

I reused the script from your example, please see enclosed file. The strange thing is, that ENDMSG replaces the beginning of the original message, it is not just in the wrong order - so it looks that it happen already somewhere in the socket - as OnReceive only concatenate strings (in my case it is overwritten).

It happens only when I ask for longer period and only in very few cases. 1 of 300.



File Attached: vb_net.txt (downloaded 162 times)

DTN_Steve_S
-DTN Guru-
Posts: 2061
Joined: Nov 21, 2005


Posted: Apr 27, 2018 01:46 PM          Msg. 4 of 6
There are a couple changes to that file that could affect the reliability of the code (I am unable to tell since the changes call functions that aren't included). However, by modifying the same example app to adding a simple re-request loop that triggers when the ENDMSG is received, I was able to cycle through ~27K requests without error before I stopped it.

I'm not discounting the idea that the example code might have a bug in it that causes this. The example code is designed to simply demonstrate the communication and isn't very robust. Of course it is also possible that it could be a bug in the feed itself although that would be much less likely.

My recommendation to continue troubleshooting would be for you to examine the calls to BeginReceive and EndReceive to make sure they are always paired correct. For every call to BeginReceive, there should be exactly one call to EndRecieve and it should happen before the next call to BeginReceive.

I would also add an extra Array.Clear on the socket buffer array before calling EndReceive just to be 100% sure that any data you are processing is new off the socket instead of somehow leftover from the previous read.

You might also want to turn on logging in IQConnect (you can do this via the diagnostics app) to see what the feed is actually sending and compare this to what your app is receiving. Unfortunately, the logging in IQConnect will certainly affect performance of the feed and will likely result in a very large text file so it could be troublesome to work with.
Edited by DTN_Steve_S on Apr 27, 2018 at 01:48 PM

ovolansky
-Interested User-
Posts: 9
Joined: Apr 18, 2018


Posted: May 2, 2018 03:34 AM          Msg. 5 of 6
Hello,

I will try to do some testing on my side based on your advice.

Thank you,
Ondrej

ovolansky
-Interested User-
Posts: 9
Joined: Apr 18, 2018


Posted: May 3, 2018 02:20 AM          Msg. 6 of 6
Hello,

Finally I found an issue in the way I called the socket - I called it twice. Now it works without any problems.

Thank you for your support
 

 

Time: Sat December 15, 2018 8:01 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003