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Viewing User Profile for: David
About Contact
Joined: May 7, 2004 04:40 PM
Last Post: Jul 13, 2010 10:59 PM
Last Visit: Jul 13, 2010 10:59 PM
Website: http://www.IQXP.com
Location: Fairfield, IA USA - SillyCorn Valley
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Interests: Financial Market Analysis, Display & Portfolio Mgmt. - Android Dev.
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Post Statistics
David has contributed to 113 posts out of 18066 total posts (0.63%) in 4,886 days (0.02 posts per day).

20 Most recent posts:
IQFeed Developer Support » Windows Server 2003 Jul 13, 2010 10:59 PM (Total replies: 6)

Look at the code that implements the data transfer from the socket - I don't use or work in net - so see what forms of transfer are available, normally one provides a string or a data array to get/read the data once the DataAvail event happens. The idea here is not to do any creation of objects or anything getting the data. Just do it once at initialization - then no additional overhead then. String manipulation can be very slow in particular.

Also look at the code that handles the event - make sure you are not taking too much time there, especially on display or other I/O - I suspect that net is slow by nature.

GL!


David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Windows Server 2003 Jul 13, 2010 10:17 PM (Total replies: 6)

FWIW:

I use a 'dataavailable' event for tcp/ip. It is very important that you minimize the time servicing the data, and depending on how your tcp connection is done you do not want to call 'process messages' or equivalent in the event process. Also if you use strings, that can take a lot of CPU time - I use a fixed array of char that is only created once for each socket so there is no mem alloc or destruction going on. I only get the length of the data and then process the array. Made a big difference, very big.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Issue with throughput May 30, 2010 05:54 PM (Total replies: 2)

PG:

FWIW:

One thing that may give you some more information is to test the connection to your interface so that essentially there is no processing after each packet comes in - basically set a switch so that once quotes are coming in nothing is done with them and the socket is ready for the next data. Check out the CPU loading under this 'no loading' to see if better behaved. I suspect it may be very informative.

I found that the processing time in servicing the stream by my program affects the CPU loading of IQConnect (and obviously my program). I also discovered that the 'message pump' should not be called within the event processing called from the OnDataAvail event notification.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


Off Topic » IQFeed Javascript killing CPU Jan 18, 2010 06:03 PM (Total replies: 2)

FWIW:

I have been using Google's Chrome and have no issues like you mention. I find it faster than most browsers loading sites and not encumbered with hangups like you mention - it now seems to do well with most web sites and has some nice built in features without resorting to third party plugins.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Compiling C++ Samples Jan 1, 2010 05:01 PM (Total replies: 32)

Quote: It is working in a sense that I am making money in my trades.


Great! That's what really counts.

May this new year bring you continued success.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Compiling C++ Samples Dec 28, 2009 05:05 PM (Total replies: 32)

Quote: I am closing this thread and starting a new one with a new laundry set of errors.


FWIW: I'd suggest that you take a look at the 3rd party products out there - some free - and see if they qualify for your trading ideas / needs. Most of them have spent years refining their program and interface with DTN - and, they also work on 64 bit platforms.

I suspect that some will even add new features to their program to accommodate your ideas - sometimes for free (it may have been on their to-do list) or for a small fee depending on the nature of the addition.

Good luck in your trials and tribulations.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Delphi Dec 17, 2009 02:40 PM (Total replies: 4)

I use a set of components (Internet Component Suite) by François Piette now distributed from http://www.overbyte.be/frame_index.html - I do not know what comes with Delphi 7 but it's tcp/ip client components are probably fine.

I have used ICS for years with little to no issues. Windows is an event driven system - these work in that paradigm in that you do not have to worry about creating a separate thread to service the dynamic data coming in. Just set up event handlers for the respective socket responses: login ops, quotes, history, etc. Simple and can handle high internal bandwidth. Make sure that your processing code in the handlers is fast, especially if displays get involved.

My system can handle 1800 symbols that are very active with no issues on what now would be considered a slow computer. The DTN client has become very efficient and stable over the years and now they have taken it up a notch higher.

Good luck and have fun on your sojourn!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Delphi Dec 17, 2009 10:53 AM (Total replies: 4)

There are no examples that I know of - I'd suggest that you consider using the tcp/ip interfaece instead of COM. Clean and works well. It is more in line with how the DTN client is set up to operate too for all communications.

Delphi is a powerful and productive environment. Until I recently started doing some Android projects I did not realize how good it really was.

Good luck!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


Data and Content Support » Sunday 16:05 ET and no ticks Aug 24, 2008 06:45 PM (Total replies: 7)

Looks good here!

Thanks!

All is well that ends well

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


Data and Content Support » Sunday 16:05 ET and no ticks Aug 24, 2008 05:25 PM (Total replies: 7)

Starting yesterday I was not getting back any information on many symbols - today it has continued and after looking 'inside' I see that I am getting 'not found' on the symbols. I tried the DTN test programs and got the same results.

This is a serious issue!

Thanks and GL!

David

PS: I'm tyring to do a new version release tonight and this is not helping!

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Feed version under CUST and STATS response May 16, 2008 03:52 PM (Total replies: 3)

Quote: The S,CUST message is going to represent what the servers are configured as for the most current version of IQFeed.


Thanks for your explanation - however your recent email announcement that "IQFeed 4.4.0.3 is now live! " seems to state that it is the most current version for the servers and should be reflected as such in the CUST message.

The 'new version' notification feature not working is another matter. I think it is a great idea when implemented and enabled. I assume it will be a pop-up message that IQConnect shows. I was going to have a pop-up show when the CUST and STAT message did not agree - I've stubbed out this code for my new release.

Thanks,

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Feed version under CUST and STATS response May 16, 2008 02:38 PM (Total replies: 3)

FWIW:

When I start my IQXP program with the new DTN client version 4.4.0.3 I get conflicting messages. Here are two snippets:

In the CUST response I see:
2:29:17 PM S,CUST,real_time,66.112.148.221,5002,Lmc59smtxYr,4.3.0.3,0,INDEX...

And in the STATS response I see:
2:29:17 PM S,STATS,66.112.148.221,5002,1800,0,1,1,0,0,May 16 3:29PM,May 16 3:29PM,Connected,4.4.0.3,...

Thanks!

David


IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


DTN.IQ Client Software Support » Customer Tech Support? May 16, 2008 02:25 PM (Total replies: 4)

FWIW:

I have installed the SP3 on three machines, two that have installed and run the new IQFeed client 4.4.0.3. I found no issues. One machine was recently purchased the other several years old with a long list of Win updates.

On a new install like this I always do a full reboot of the system (power-down, not just a restart) before doing the download and install from M$. I also do a 'CHKDSK' on it to make sure that the hard drive structure is OK. To do so go to properties on the boot drive (right mouse click on the drive in Windows Explorer) and select Tools tab then under Error-checking click on "Check Now". The next time the system is started it does its checking and repairing if necessary.

On Vista I finally had to replace the computer with one that has WinXP - too many issues kept coming up - I did like the new interface and many of its new features, I did 'want' it to run OK. However I could not even get it to install the first service pack for Vista - this on a 2 week old computer from Dell - so I gave up and went back to WinXP.

GL!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


Data and Content Support » ET time Mar 26, 2008 01:42 PM (Total replies: 8)

FWIW:

I have made EST the standard in the IQXP Program for charts regardless of local time. The feed data is all in EST so why get into changes. This lets me do direct comparisons of charts for the same time period and not have offsets or need to have the user enter his local time. Holidays can also be an issue when some foreign exchanges are open when the US is closed.

The thing I'd like to see added in the fundamental data is the market start and stop times for each symbol instead of my having to keep an internal table. In addition to this, the extended trading hours can add confusion too. I have made my charts (minute bar) larger so that they include pre and post market hours. On many issues this shows the thinness of trading, and on some days catches a post market boom that continues. This market is a traders dream - hopefully not a nightmare.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Trade vs Tick Feb 4, 2008 03:29 PM (Total replies: 2)

Quote: If not, then how can I go about computing the average trade size for a symbol?


FYI: The data feed includes the total trades for a day on a symbol. This information is sent with each quote change. Just divide the total volume by the number of trades and you get the average volume per trade at that point in the day.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Developer Support » Got "Not Found" for valid tickers Jan 16, 2008 05:50 PM (Total replies: 4)

Quote: ...simply reconnecting a few time should get you to a different server farm.


I'd like to see a function in the interface to IQConnect that lets you request 'go on to next server' so that one can get another server immediately and not have to futz around with connection / disconnection until a different one comes up. This stays with your load balancing and lets us check quickly to see if it is a server issue. I am astounded sometimes in how many times I have to re-connect to get a different server.

Also, I have a big difference here in both latency and hops between the two server farms - 156 gives me 13 hops and an average latency of 43 m-sec, 148 gives me 19 hops and 62 m-sec. I have lower errors associated with the fastest system.

Thanks!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


IQFeed Datafeed Wish List » News alert Dec 19, 2007 08:51 PM (Total replies: 0)

As a part of the quote stream on a symbol I'd like to see afield added that would be a news alert flag. This would save searching and parsing the news headlines for symbols in news.

One of the issues in the news headlines is that the same story is sent out several times in the day under different story ID's so it looks like new news.

One attribute of the news alert is to have a time marker on it so that if it is sent continually it would not trigger any further alerts. New news, new alert. News earlier in the day should have a day alert for news on the symbol, additional news then additional alerts.

Having an alert lets the user then check further without having the the application take time to keep all local (ie. go retrieve news / news headlines )

I have several customers that actually subscribe to other services because news alerts are very important to them - they are not satisfied with the news that is on the feed, and I think that having a news alert broadcast as a part of the quote stream would be a giant step in filling in a hole and also will bring in subscribers for this feature. Make it a special service add-on.

Thanks!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/


Data and Content Support » Incorrect Version Number returned in login Nov 5, 2007 12:58 PM (Total replies: 1)

Using new 4.3.0.3
Minor problem - in the login CUST response the IQConnect version is incorrect - I did not notice this in previous version, but then again was not looking at this field. Here is a snippet of the response:
12:31:59 PM S,CUST,real_time,66.112.148.226,5002,E5qRYBf3XzWBix,4.3.0.1,0,INDEX...

The STATS return does contain the correct version.

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/



Fundamental data:
The long term debt shows the same value as the current assets. I have found this on all symbols, even after a forced refresh and a restart. The outstanding shares value is also bogus. Some fields like % Institution Invest. are OK and compare to similar data on yahoo or similar. I don't have time to check all and do comparison with other on-line services. I'd suggest someone at DTN should do a field by field check for data integrity and accuracy.

FYI: Server is: 66.112.148.226

Thanks!

David


IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/

Edited by David on Jul 16, 2007 at 02:16 PM

IQFeed Developer Support » Vista - What the F... Mar 15, 2007 03:22 PM (Total replies: 2)

Vista Operation

Had at least one customer use the latest IQConnect on Vista along with my program and no issues came up. This was a new machine with fresh install of the 4.2.0.7 client.

FWIW: One thing that sometimes got my system going after an new version update of the IQFeed client was to do the full IQ-Client install a second time. and re-boot afterwards.

GL!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/



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