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)




"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"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.
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: mac
About Contact
Joined: Apr 6, 2017 08:50 PM
Last Post: Feb 21, 2019 08:54 PM
Last Visit: Feb 22, 2019 09:08 AM
Website:  
Location:
Occupation:
Interests:
Email: chapinmark@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
mac has contributed to 17 posts out of 19580 total posts (0.09%) in 1,157 days (0.01 posts per day).

20 Most recent posts:

I just upgraded to IQConnect v6 and the bid is no longer frozen. I am still using 5.2 protocol. (see attached file)

@aQuant, which version of IQConnect are you running? If v6, I will assume the frozen bid I saw 2am on Feb 21 was version related.

I will continue to monitor with IQConnect v6.

I hope this finding will shed some light on the issue.

MAC


@quickTick,

It's interesting that you don't see this. The attached file is the raw text data from the socket. I've attached the full response to the HTT request run at 2018-02-21 21:20:00 ET. It's a bit longer but still shows the frozen bid.

I should note, I have yet to upgrade to IQConnect v6. I will do that now and see if it fixes the problem.

Below is the HTT command I issued.

HTT,@NQH19,20190221 015000,20190221 022000,0005000,000000,235959,1,REQ_HST_TCK0000000,0000500

Same result without including BeginFilterTime and EndFilterTime in the request

HTT,@NQH19,20190221 015000,20190221 022000,0005000,,,1,REQ_HST_TCK0000000,0000500

MAC


Attached is the HTT response for @NQH19.

Note that the bids do not change for 17 minutes.

MAC


aQuant,

I spoke too soon. I see the bid frozen from 2018-02-21 02:00:00 to 02:17:00 ET on all the products I'm monitoring except JY. It looks like my simple stats are able to catch this.

I haven't coded up the HT* command (request tick history). Will this show the same behavior? If so, surely IQFeed won't be able to refute the problem.

I will call them this morning.

MAC


aQuant,

I am now monitoring the following CME symbols (AD,BP,CD,JY,EC,NG,ES).

I didn't see anything out of the ordinary for trader date 2018-02-20. However, my monitoring is only gather stats and not saving the raw messages. There is a possibility I have a bug in my stats.

If it's not too much to ask, could you post here when you see one of these symbols get stuck or cross? I can then verify with my monitoring.

If I can verify, we can all push for a solution.

Thanks in advance.

MAC

IQFeed Developer Support » Latency of Q messages Feb 19, 2019 08:17 AM (Total replies: 3)

Thanks for the reply.

I have implemented the latest .net core 3.0 System.IO.Pipelines library. It "queues" and "dequeues" on separate threads while minimizing overallocation. With the help of the SequenceReader, you can access the buffer directly without having to copy to a string and then split. I have yet to test it with my mock server. I'll let you know if it performs better.

I also need to monitor KBQueued in code so I can log these infrequent latency events. Due to some logging changes, I was only able to see these events back in 2017. One of which coincided with an ECB announcement.

I will continue to monitor.

MAC


aQuant or quickTick,

Could you explain how you detect this? I want to start monitoring.

Is there a complete lack of Q messages arriving with 'b' or 'a' updates?

or

Are the Q messages coming in for 'b' or 'a' but the prices don't change?

I have disabled IQFeed from my production deployment and will run it in the background for monitoring only.

I was about to add NYMEX, COMEX, CBOT and EUREX to my subscriptions. I will wait until this has been resolved.

MAC

IQFeed Developer Support » Latency of Q messages Feb 11, 2019 08:00 PM (Total replies: 3)

Hi,

I've been trying to optimize my .net socket reader. First, I wrote my own server and pushed 1000 "Q," messages per second to help find any bottlenecks in my code. The mock server writes 1000 dummy Q messages in a loop. I've appended a high resolution time stamp to the messages (using interop GetSystemTimePreciseAsFileTime). I compare this time stamp on the reading side to see how fast I process messages. The writes of 1000 messages only takes a few milliseconds. I noticed that I was unable to keep up with this rate on the read side if I processed the message synchronously. I now push the messages to a BlockingCollection(ConcurrentQueue). Once I did this, my socket mostly reads one or two message per read.

I thought this would help reading the live feed. However, I still see many reads with numerous messages (>50). This is averaging 5, but sometime as many as 100+ messages are pulled in one read. Most of the time, these messages only differ in the Bid/Ask time stamp by a few milliseconds but sometimes are > 50ms (as high as 200 ms) from the first message to the last.

Is IQConnect batching the writes to the socket? Or are you batching the push from your servers? No matter what I do I cannot seem to reduce this.

I should note that I am collecting stats in an array and only dumping one line to the console every 10-15 second. I have timed the stat collection and display and I am confident that it is not skewing the results.

I need to sort this out not because I’m concerned about a few milliseconds but because I can get way behind (1-30 seconds!) in a fast market.

I am running on an AWS EC2 T2.Medium machine (2 cores).

My pings to the IQFeed server are constantly between 45-47 ms.

I am only watching CME products (@ES, @NQ, 5 major currencies)

MAC


Has this been resolved?

MAC

IQFeed Developer Support » Fast market probelm Jun 28, 2017 11:25 AM (Total replies: 3)

OK, my bad. I see 61,000 prints in the 8:17 minute.

That said, should a C# program be able to handle 1000+ prints per second? Is it possible?

MAC

IQFeed Developer Support » Fast market probelm Jun 28, 2017 10:43 AM (Total replies: 3)

I should note, the numbers quoted above (100 prints per second) were filtered prints. These were only logged if Bid or Ask price changed. I was not logging changes in size at the same price. It is likely much higher than 100 per second.

That said, I'm running a test right now that shows no latency issues with similar filtering. I'm getting fewer price changes since there isn't a fast market but only on the order of 30%-50%. I'm sampling every 10 seconds and see around 30-50 bid/ask price changes per second for ECU7. I am however subscribed to all 5 products. Average latencies are normal at around 75 milliseconds.

It's starting to look like my app can handle the throughput.

Any reported problems at IQFeed this morning?

MAC

IQFeed Developer Support » Fast market probelm Jun 28, 2017 09:44 AM (Total replies: 3)

I am relatively new to IQFeed and to socket programming in general. I’m coding in .Net. I’m basically doing the same socket reads as the example code, Level1Socket. I was naive to think I could keep up with the socket, I think.

I haven’t been monitoring the Admin socket so I don’t know how often I have queued data. I happened to be trading in a fast market at 08:17 - 08:18 ET June 28 when there was significant futures movement. I only watch 5 symbols; Globex currencies Euro, Japanese Yen, Australian Dollar, E-mini Nasdaq and AAPL. Euro currency had a very fast move at this time. I log level 1 update (bid/ask) latency during a trade. I was seeing 25-35 SECOND latencies.

After seeing this, I opened the Diagnostic program for market open at 9:30 ET to see if it reported any queued data. It showed none.

My machine clock is managed by a windows port of ntp.org software, so it is quite accurate (always within a few milliseconds of ntp time).

Is it possible for IQFeed to see if there were an abnormal amount of prints in this period relative to market open. I recorded around 6000 prints in the 08:18:00-08:18:59 minute for Euro Currency Sept 2017 (100 per second).

Unfortunately, having never seen this before, I didn’t spend too much effort optimizing my software. Every print, regardless of the product, fires an event with 5 subscribing class instances, one subscription per product. In the even handler, I check to see if the event args match the product I’m interest in. Maybe a better approach would be to open 5 different sockets, one per product. This could expand to 15 or 20 products in the future but not 100’s. This way I could read from the back of the socket? If a print is old, just throw it out. I just want the most recent info. If I had one socket per product, I could just grab the last update and throw the rest away. Also, this would enable me to fire an event with only one subscriber.

Also unfortunate, I don’t know where the bottleneck is.

Any thoughts?

MAC

IQFeed Developer Support » Can not connect Jun 11, 2017 06:17 PM (Total replies: 2)

Any idea why I can not connect?

=== IQConnect Log File Opened On Sun Jun 11 17:03:51 ===
Current Log Levels,Connectivity,Debug,Information,Admin
Current IQFeed Version,5.2.6.0
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Initializing the login thread
STATUS Connectivity 4168 0 2017-06-11 17:03:51 Creating trader account verification thread. Status idle
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Getting login from registry: MyUserId
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Getting Password from registry: (12 characters)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Retrieving IP addresses.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connecting to server (login.interquote.com) on port 60020.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connect Process: Status 2.
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Processing Command Line
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Received product ID from 3rd party application: (15 characters)
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Received product version from 3rd party application: (1.0)
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Received login from 3rd party application: (MyUserId)
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Recieved password from 3rd party application: (12 characters)
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Received savelogininfo from 3rd party application
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Received autoconnect from 3rd party application
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Adding Product. Request Auth 0
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Ignoring autoconnect from 3rd party application because we don't have credentials yet.
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Ignoring savelogininfo from 3rd party application because we don't have credentials yet.
STATUS Information 1588 0 2017-06-11 17:03:51 Initialization complete.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connect Process: Status 3.
STATUS Connectivity 1588 0 2017-06-11 17:03:51 Initiating a login of type (0).
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Waiting for user or server list. 0 : 1
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connected to server 14.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 0 (66.112.156.212:60000)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 1 (66.112.156.181:60004)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 2 (66.112.156.216:60002)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 3 (66.112.156.211:60009)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 4 (66.112.156.211:60001)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 5 (66.112.156.212:60005)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 6 (66.112.156.212:60012)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 7 (66.112.156.200:60003)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 8 (66.112.156.209:60015)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 9 (66.112.156.216:60050)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 10 (66.112.156.211:60014)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 11 (66.112.156.217:60003)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 12 (66.112.156.210:60016)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Processed Server 13 (66.112.156.209:60018)
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connection to server 14 closed.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connection to server (14) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 1 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Resetting socket in authentication thread.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connecting To Login Server - 66.112.156.212:60000
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connecting to server (66.112.156.212) on port 60000.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:03:51 Connect Process: Status 2.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 3.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connected to server 0.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server 0 closed.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server (0) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 1 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Resetting socket in authentication thread.
STATUS Connectivity 1588 0 2017-06-11 17:03:52 Authentication Complete - Debug value = 0
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connecting To Login Server - 66.112.156.212:60000
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connecting to server (66.112.156.212) on port 60000.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 2.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 3.
STATUS Connectivity 1588 0 2017-06-11 17:03:52 : 0
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connected to server 0.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server 0 closed.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server (0) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 1 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Resetting socket in authentication thread.
STATUS Connectivity 1588 0 2017-06-11 17:03:52 Authentication Complete - Debug value = 0
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connecting To Login Server - 66.112.156.212:60000
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connecting to server (66.112.156.212) on port 60000.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 2.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connect Process: Status 3.
STATUS Connectivity 1588 0 2017-06-11 17:03:52 : 0
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connected to server 0.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Setting symbol limit to 500
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Processed Server 15 (66.112.156.226:60007)
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server 0 closed.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Connection to server (0) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:03:52 0 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:03:52 Resetting socket in authentication thread.
STATUS Connectivity 1588 0 2017-06-11 17:03:52 Authentication Complete - Debug value = 1
STATUS Connectivity 1588 0 2017-06-11 17:03:52 Connecting to quote server (66.112.156.226, 60007).
STATUS Connectivity 1588 0 2017-06-11 17:03:52 Login Initiated without IQ32.dll
STATUS Information 1588 0 2017-06-11 17:03:52 NO CLIENTS CONNECTED SINCE STARTUP. SHUTTING DOWN IN 30 SEC.
STATUS Information 1588 0 2017-06-11 17:03:53 SHUTTING DOWN IN 29 SEC.
STATUS Information 1588 0 2017-06-11 17:03:54 SHUTTING DOWN IN 28 SEC.
STATUS Information 1588 0 2017-06-11 17:03:55 SHUTTING DOWN IN 27 SEC.
STATUS Information 1588 0 2017-06-11 17:03:56 SHUTTING DOWN IN 26 SEC.
STATUS Information 1588 1 2017-06-11 17:03:57 LEVEL1 SOCKET ACCEPTED - IBApp.exe
STATUS Information 1588 1 2017-06-11 17:03:57 LEVEL1 SOCKET CLOSED - IBAppLevel1
STATUS Connectivity 1588 0 2017-06-11 17:03:57 Starting Feed (1:0)
STATUS Connectivity 1588 0 2017-06-11 17:03:57 Initiating a login of type (2).
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connecting To Login Server - 66.112.156.212:60000
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connecting to server (66.112.156.212) on port 60000.
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connect Process: Status 2.
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connect Process: Status 3.
STATUS Connectivity 6052 0 2017-06-11 17:03:57 Connected to server 0.
STATUS Information 1588 0 2017-06-11 17:03:57 ABORTING SHUTDOWN PROCESS
STATUS Connectivity 6052 0 2017-06-11 17:03:58 Setting symbol limit to 500
STATUS Connectivity 6052 0 2017-06-11 17:03:58 Processed Server 15 (66.112.156.226:60007)
STATUS Connectivity 6052 0 2017-06-11 17:03:58 Connection to server 0 closed.
STATUS Connectivity 6052 0 2017-06-11 17:03:58 Connection to server (0) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:03:58 0 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:03:58 Resetting socket in authentication thread.
STATUS Connectivity 1588 0 2017-06-11 17:03:58 Authentication Complete - Debug value = 1
STATUS Connectivity 1588 0 2017-06-11 17:03:58 Connecting to quote server (66.112.156.226, 60007).
STATUS Connectivity 1588 0 2017-06-11 17:03:58 Ignoring connection attempt to quote server because socket is already in use.
STATUS Connectivity 1588 0 2017-06-11 17:03:58 Login Initiated without IQ32.dll
STATUS Connectivity 1588 0 2017-06-11 17:04:13 Socket error code received for quote server connection: 10060
STATUS Connectivity 1588 0 2017-06-11 17:04:13 Close called, socket closed. 0
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Unknown connection state. Initiating reconnection.
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Stop called while feed was already disconnected. : 0 :0 : Not Connected
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Starting Feed (0:0)
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Initiating a login of type (2).
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connecting To Login Server - 66.112.156.212:60000
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connecting to server (66.112.156.212) on port 60000.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connect Process: Status 1.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connect Process: Status 2.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connect Process: Status 3.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connected to server 0.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Setting symbol limit to 500
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Processed Server 15 (66.112.156.226:60007)
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connection to server 0 closed.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Connection to server (0) closed gracefully.
STATUS Connectivity 6052 0 2017-06-11 17:04:14 0 products left to authenticate. Ready
STATUS Connectivity 6052 0 2017-06-11 17:04:14 Resetting socket in authentication thread.
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Authentication Complete - Debug value = 1
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Connecting to quote server (66.112.156.226, 60007).
STATUS Connectivity 1588 0 2017-06-11 17:04:14 Login Initiated without IQ32.dll

MAC

IQFeed Developer Support » IQConnect disconnect behavior Apr 24, 2017 01:26 AM (Total replies: 5)

Thanks for info. I have another question.

Can you give any information about the last know service interruption IQFeed had?

When it occurred?

How long it lasted?

Which exchanges were affected?

In general, how often do you see service interruptions which are not the fault of the exchange?

MAC

IQFeed Developer Support » IQConnect disconnect behavior Apr 14, 2017 07:53 AM (Total replies: 5)

I was able to block inbound traffic from DTN (IQFeed servers) on my cloud instance. I have some answers to my questions.

1. IQConnect will determine there is a connection problem if nothing is received for 5 seconds. I guess this is why they send frequent (1s) TimeStamps.

2. After 10 minutes IQConnect was still trying to reconnect. Although this is not indefinite, it indicates IQConnect will keep trying to reconnect.

3. I was not able to fully test since markets are closed due to the holiday but IQConnect still shows the correct number of watched symbols. I will need to test on Monday.

4. TBD on Monday

MAC

IQFeed Developer Support » IQConnect disconnect behavior Apr 14, 2017 01:08 AM (Total replies: 5)

More...

6. Is there a recommended maximum duration I can run IQConnect without a restart? Is 24/5 ok? or should I restart daily?

MAC

IQFeed Developer Support » IQConnect disconnect behavior Apr 14, 2017 01:05 AM (Total replies: 5)

Hello,

I am new to IQFeed. I have written my own software in .Net to interface with IQConnect via TCPIP. I added a Level1 feed to my current trading infrastructure in a limited fashion. I quickly ran into problems. Although I don’t have direct evidence to support this, I suspect I received an unsolicited “S,SERVER CONNECTED”. By unsolicited, I mean that I did not send the “S,CONNECT” right before I think I received the connected message.

I haven’t found documentation related to unexpected disconnects from NTD servers. Unfortunately, I am unable to use the “pull the plug” method to test the disconnect behavior of IQConnect. My infrastructure runs in the cloud.

I’m looking for any insight into the following.

1. How does IQConnect decide when a connection to DTN servers has failed? It there a timeout on “heartbeats”? (say my internet connection is down)

2. When a connection is thought to have failed, will IQConnect try indefinitely to reconnect?

3. If the feed reconnects, will current watches be maintained? Will I start seeing Level1 data arrive without resubscribing?

4. On a derivative feed, will missing interval bars be replayed? ( I think not because I believe IQConnect computes these locally from tick data, but I could be wrong)

5. Is there anyway to get IQConnectLog to append instead of overwrite?

MAC


Time: Fri June 5, 2020 5:38 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003