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ers811 has contributed to 13 posts out of 21185 total posts (0.06%) in 5,165 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » VERY slow history requests (sometimes) Nov 11, 2011 09:08 AM (Total replies: 12)

The last couple days have definitely been much slower.

We usually budget about 3 minutes for the initial history load before the open. Lately it's been more like 15-20+ minutes.

Was there some kind of throttle put on HIT (and similar) requests?

IQFeed Developer Support » VERY slow history requests (sometimes) Sep 12, 2011 08:30 AM (Total replies: 12)

History speeds are TERRIBLE today... most opportunity comes in these big market days, and we're stuck not trading because 2 days of 1-min data are flowing in a couple symbols PER MINUTE. Apps not even close to loading what they need for the day. Last week was pretty darn decent, but then all the trading opportunity will probably be today, as usual.

IQFeed Developer Support » VERY slow history requests (sometimes) Aug 30, 2011 03:29 PM (Total replies: 12)

I currently just request the entire batch at once, each with a unique ID. Most of... er... much of the time, they just stream in fine. However sometimes there will be a huge pause, sits at, say, 150 received of 500 requested.... then a minute later, they start to stream in again. Occasionally, there will even be an error for a symbol near the pause, although I'll have to check the exact error next time it happens.

If there IS some kind of throttle, it would just be good to know so I can at least stop trying to find a problem. Otherwise I could try something like that re-request.

IQFeed Developer Support » VERY slow history requests (sometimes) Aug 22, 2011 08:47 AM (Total replies: 12)

Are you guys aware of any reason why history requests could be slow?

A particular app grabs a few days of 1-min data for it's symbols on startup, today that was by 8:30 NYSE time.

A lot of days it will blow through a list of around 400 symbols in a few minutes, but days like today, it gets to 125 or so and just sits there. Every once in a while it will trickle in another 1 or 2, and takes FOREVER. This is usually a one-time thing and only needs the data once, I make the rest myself from quotes in order NOT to hammer the servers. UPDATE: once the market opened today, it blew through the remaining 200 symbols.... weird. You'd think stuff would slow down then. This login is on 66.112.156.110

Data speeds to other locations are still fine, CPU hardly used, and have plenty of free bandwidth here. Is this common during high traffic market days? The history has been very intermittent.

Eric

IQFeed Developer Support » Delays fom IQFeed 66.112.148.x data servers Aug 22, 2011 08:30 AM (Total replies: 27)

Pretty good delay here last week too. 10-20 seconds in some cases.

I don't know if this will help, but I went to the IQ Connection Manager and watched the "Market time" field. It would actually lag it's update to the next minute by the same delay as I was seeing with quotes.

Not sure what server I was on last week. Today one machine is on 66.112.156.228

IQFeed Developer Support » Short Interest in Fundamental message always 0 ? Aug 3, 2011 04:20 PM (Total replies: 3)

Awesome! Thanks Jay, it is working now.

IQFeed Developer Support » Short Interest in Fundamental message always 0 ? Aug 3, 2011 09:55 AM (Total replies: 3)

I installed 4.7.2.0 last night and still see the same missing fields....

Is the 3rd party provider having problems that you know of?

FYI I'm on 66.112.156.220 today.

IQFeed Developer Support » Short Interest in Fundamental message always 0 ? Aug 2, 2011 02:34 PM (Total replies: 3)

Just for fun I thought I'd throw a few extra fields in my F parser...

I noticed that "Short Interest" is always blank... is this by design or could there be something wrong?

I don't need it, but I'd like to know something isn't wrong.

v. 4.7.0.9
IP: 66.112.156.228

Thanks,
Eric

IQFeed Developer Support » Cannot connect to anything but 127.0.0.1 Mar 28, 2010 10:30 PM (Total replies: 2)

I'm working with a 500 symbol limit, but there's no way a single computer will handle all the processing of various strategies. They have always been run from different machines in the office. Since I can't load the Connection Manager more than once, I'm trying to just use 1 connection in the house and let a few trading apps connect through it.
I tried this without success:

adminSocket = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
IPAddress ip = IPAddress.Parse("192.168.1.101");
RegistryKey key = Registry.CurrentUser.OpenSubKey("Software\\DTN\\IQFeed\\Startup");
int port = Convert.ToInt32(key.GetValue("AdminPort", "9300").ToString());
IPEndPoint iq_serv= new IPEndPoint(ip, port);
adminSocket.Connect(iq_serv);

The connection manager is running, but it refuses the connection. Does it refuse connections from anything but localhost?

I understand the potential for abuse, but could this be opened up to at least 192.168.x.x addresses so we can actually use our symbol limit?

If we have a machine that runs a strategy on only 20 or 30 symbols, do we need to pay for another login?

Thanks!
Eric

IQFeed Developer Support » History filtering broken? Time/Date filters in request do not change response! Mar 18, 2010 03:13 AM (Total replies: 4)

Excellent, that's great to know. For now I'll just request them backwards and reverse the collection before shooting the result to my requesting app.

Thanks!

IQFeed Developer Support » History filtering broken? Time/Date filters in request do not change response! Mar 16, 2010 05:44 PM (Total replies: 4)

Here is an example assuming this attachment works.

I did notice that if I do NOT specify the number of bars to return, it works correctly. However I'd rather not spend the time coding all that. In this example, I want the last 120 1-min bars DURING MARKET HOURS. As you can see, it start a few minutes before the close and return everything it has. The filtering has no effect when I tell it how many bars I want.

Eric

IQFeed Developer Support » History filtering broken? Time/Date filters in request do not change response! Mar 16, 2010 01:01 AM (Total replies: 4)

Is there a known issue with specifying time and date filters in the History3 COM interface? I'd rather not have to request more data than I need and trim it down after I get it back.

As a quick example I tried to request the last 60 minutes of 1-minute data for SPY.

BeginDateTime = "";
EndDateTime = DateTime.Now.ToString("yyyyMMdd 160100"); // Also hard-coded "20100315 160100"
BeginFilterTime = "093100";
EndFilterTime = "160100";

I keep getting after-hours data. Am I doing something wrong? I see the same results in the IQFeed History Viewer diagnostic app as well.

Thanks,
Eric

IQFeed Developer Support » C# samplem with tcp/ip Mar 4, 2010 07:06 AM (Total replies: 45)

I am also interested in the C# samples. I can slowly decipher the VB but it hurts my soul...

Thanks!
Eric


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