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IQFeed Developer Support » History requests are slow to fill Feb 21, 2019 10:22 AM (Total replies: 3)

Hello,

Has there been any progress on this issue?

I am having about 50% of my requests fail due to no response from IQFeed.

Initially the program had a timeout of 5 seconds, and after reading this post, I increased it to 120 seconds. Unfortunately, increasing the timeout didn't help - I am still seeing the same failure rate.

Additional behaviour that I have noticed:
- When ran over the weekend, when there was no new data being returned - the import ran great with nearly 0 timeouts
- If I request large amounts of data for a lot of securities say - the last 10 years of minute data - it doesn't appear to have any problems
- When there is no historical data lookup response - subsequent requests on the same socket all meet the same fate - so, I have to close the socket and open a new one

Not sure if this makes any difference; but, I am running the IQFeed client in a Linux docker container.

Here is a sample portion of the IQConnect.txt (I added line numbers to each line) where it fails on line #12 - the request for ACET. It times out and opens a new socket, and tries again on line #25 - where the response is returned immediately.

1 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACAD,20190219,,,1,18,
2 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,2019-02-19,23.7400,22.8100,23.2500,22.9800,1137206,0,
3 18,2019-02-20,23.4100,22.5800,23.0200,22.8200,923336,0,

4 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:15 18,!ENDMSG!,

5 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,!ENDMSG!,

6 TO CLIENT Admin 9 1 2019-02-21 15:26:15 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175302.52,380.47,1992.07,315775.64,566.17,3588.36,

7 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACC,20190219,,,1,19,
8 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,2019-02-19,45.7900,45.1200,45.1200,45.5800,1121809,0,
9 19,2019-02-20,45.6300,43.0500,45.4000,44.5900,2291901,0,

10 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:16 19,!ENDMSG!,

11 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,!ENDMSG!,

12 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:16 HDT,ACET,20190219,,,1,20,
13 TO CLIENT Admin 9 1 2019-02-21 15:26:16 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175690.00,387.48,1974.04,316459.56,567.49,3555.73,

14 TO CLIENT Admin 9 1 2019-02-21 15:26:17 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175810.31,120.31,1953.45,316737.44,564.21,3519.30,

15 TO CLIENT Admin 9 1 2019-02-21 15:26:18 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176266.27,455.96,1936.99,317491.14,566.30,3488.91,

16 TO CLIENT Admin 9 1 2019-02-21 15:26:19 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176729.33,463.06,1920.97,318318.65,569.15,3459.99,

17 TO CLIENT Admin 9 1 2019-02-21 15:26:20 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177000.99,271.67,1903.24,318804.28,568.23,3428.00,

18 TO CLIENT Admin 9 1 2019-02-21 15:26:21 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177334.88,333.89,1886.54,319422.41,568.76,3398.11,

19 TO CLIENT Admin 9 1 2019-02-21 15:26:22 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177676.81,341.93,1870.28,320007.53,568.92,3368.50,

20 STATUS Information 9 0 2019-02-21 15:26:23 LOOKUP SOCKET ACCEPTED 3 -
21 TO CLIENT Admin 9 1 2019-02-21 15:26:23 S,STATS,66.112.156.224,60005,500,253,4,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,178195.88,519.08,1856.21,320907.01,572.39,3342.78,

22 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 S,SET PROTOCOL,6.0
23 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0

24 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0

25 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 HDT,ACET,20190219,,,1,21,
26 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,2019-02-19,1.1000,1.0300,1.0300,1.0300,388158,0,
27 21,2019-02-20,0.8100,0.3450,0.3795,0.3531,19447377,0,

28 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 21,!ENDMSG!,

29 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,!ENDMSG!,

30 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:24 HDT,ACGL,20190219,,,1,22,
31 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,2019-02-19,32.1500,31.3100,31.4600,32.0700,1228392,0,
32 22,2019-02-20,32.3500,31.9700,32.1000,32.3000,1011966,0,

33 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 22,!ENDMSG!,

34 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,!ENDMSG!,


Let me know if there is any additional diagnostic data that would help you out - I would be more than willing to help!!

Regards, Jeff


I apologize - I reposted this question in the "DTN.IQ Client Software Support" section as the questions seem more appropriate for that area of the forum.


I am just starting to use the streaming interval bars. I plan on streaming bars on multiple securities with each security having multiple different intervals (example: 1 min bars, 5 min bars, and 15 min bars - all on the same symbol).

The documentation states that a "S,REPLACED PREVIOUS WATCH,[Symbol],[RequestID]" message may be returned. Under what circumstances will a previous watch be replaced? That is, what fields in the request must match for it to replace a previous request (Symbol, Interval, IntervalType, BeginFilterTime, EndFilterTime, ...)?

Also, the documentation is not clear if the RequestId is the previous RequestId or the new RequestId (it would actually be nice to have both values returned). In fact, the RequestId should be on the SYMBOL LIMIT REACHED and the INVALID PARAMETERS FOR REQUEST messages also - so, that you can accurately associate the message to the request.

One last question - what is the use for Update Interval? Does it delay the sending of a bar - or, does it do something such as updating a 1 min bar every 15 seconds?

Thanks


I am just starting to use the streaming interval bars. I plan on streaming bars on multiple securities with each security having multiple different intervals (example: 1 min bars, 5 min bars, and 15 min bars - all on the same symbol).

The documentation states that a "S,REPLACED PREVIOUS WATCH,[Symbol],[RequestID]" message may be returned. Under what circumstances will a previous watch be replaced? That is, what fields in the request must match for it to replace a previous request (Symbol, Interval, IntervalType, BeginFilterTime, EndFilterTime, ...)?

Also, the documentation is not clear if the RequestId is the previous RequestId or the new RequestId (it would actually be nice to have both values returned). In fact, the RequestId should be on the SYMBOL LIMIT REACHED and the INVALID PARAMETERS FOR REQUEST messages also - so, that you can accurately associate the message to the request.

One last question - what is the use for Update Interval? Does it delay the sending of a bar - or, does it do something such as updating a 1 min bar every 15 seconds?

Thanks


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