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Viewing User Profile for: DTN Brian Wood
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Joined: Jun 2, 2004 05:21 PM
Last Post: Sep 21, 2012 04:23 PM
Last Visit: Sep 21, 2012 04:52 PM
Website: http://www.dtniq.com/
Location: Omaha, NE
Occupation: Software Engineer (Nerd)
Interests: Electronics, PC repair, Backpacking, Biking, and Bowling
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Post Statistics
DTN Brian Wood has contributed to 17 posts out of 20453 total posts (0.08%) in 6,446 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical seems slow Sep 21, 2012 04:23 PM (Total replies: 3)

>Is data throttled from IQFeed?
No, IQFeed is not throttled. You should have been able to pull it fairly quickly, unless something is wrong.

Is this still happening? Did it just happen that one day? What symbols were you downloading? Was anything else running on that PC?

Look at the CPU and memory usage on your system. Is your CPU running at 100%? Were you low on memory?

Could you have been having trouble with your network connection? The next time this happens try running something like http://www.speedtest.net/ to test your internet speed.

In the connection manage was this the local bandwidth or internet bandwidth you mentioned? We compress data to minimize it being sent over the internet, so those values will be much less?

The average values are based on the length of time IQConnect has been running.

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IQFeed Developer Support » registry entries under windows 7 Sep 19, 2012 02:09 PM (Total replies: 11)

Bob,

Thank you, for identifying the problem. It looks like there may be a problem with our installer script with this type of account.

Thanks,
Brian

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IQFeed Developer Support » registry entries under windows 7 Sep 14, 2012 02:12 PM (Total replies: 11)

Are you logging in with an administor level account in the VM?

I run the Windows 7 XP VM all the time in Windows 7 just fine on my development machine. I think we have over 2600 IQFeed users running with Windows 7, so it probably something specific to the VM or the way your login is setup for the VM.

The log is displayed during the install process, it's the status window showing you what is happening. Most folks tend to click past at the end instead of looking at it for errors during the install process.

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IQFeed Developer Support » registry entries under windows 7 Sep 14, 2012 10:14 AM (Total replies: 11)

Hello Bob,

It should exist. I'm guessing it is something in the security settings of your windows login in that you don't have enough privileges to create the entries. Or it could be that some anti-virus software blocking its creation. Those entries should have been created during the installation process of the IQFeed client or developer versions of IQFeed software.

The IQFeed client or developer software needs to be installed on the PC that you are using to write/build/run the example applications. Do you have it installed, on the same PC you are trying to run the examples from?

Is this a new install of IQFeed, or where you doing an update?

If an update, has anything changed on your system?

Can you manually create an entry in your registry? If not that would indicate something is wrong.

When you installed IQFeed, did you get any errors during the install or that appeared in the install log?

Brian

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We receive the data in two different feeds from the exchange and then combine and interweave the data. One feed has the trades and the other has the bids and asks. The reason some of the data is slightly different between runs is that some of the runs may be from different server farms and they didn’t combine/interweave it at exactly at the same point (moment in time) on each system so they are just so slightly off from each other. Having duplicate systems is very good, but it’s also very difficult to make them all perfectly the same with the huge volumes of data that go though them.

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You should be able to make multiple socket connections to IQFeed, as long as they are all on the same machine. IQFeed is designed to have multiple socket connections and applications connected to it.

In IQFeed, the minimal number of connections needed is made to the DTN servers. The communications to the server is compressed binary to minimize traffic over the internet. IQFeed maintains its own internal symbol, data, and client lists, and then sends out the data as needed by the clients to minimize duplication of data.

Adding a second client watching the same data just adds a little overhead of sending out an update to two or more socket connections instead of one, which shouldn't affect IQFeed an extra lot. The data is received once from the servers and then just sent out as much as needed by the client applications.

The more symbols you watch and the more clients you have running or additional socket connections you maintain to IQFeed, the more efficient your application code might need to be to run well.

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IQFeed Developer Support » Dynamic field set Dec 21, 2010 02:32 PM (Total replies: 1)

For fieldsets, you will receive an update message any time one of the selected fields are directly updated or anytime one of the fields that a selected field depends upon is updated. For example: if you are watching the Change field and the Last price is updated (causing the Change field to be updated), you will still receive an update message. Additionally, "updated" in this paragraph does not mean that the value changed but rather simply that it has been received. This means that you can possibly receive messages that are exactly the same as the previous message received for a symbol. Exceptions to this rule are identified as follows: Decimal Precision - Updates to this field will only result in an update sent to your app if it changes. Tick - Updates to this field only triggers a new update message on trades.

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IQFeed Developer Support » Timestamp Message. Aug 3, 2010 05:32 PM (Total replies: 7)

>1. Is IQFeed designed to run for more than one day?
Yes.

>2. Is there some kind of server reset happening at your end during this time?
This should be the start of the market. You shouldn't have noticed anything other than a lot more data coming in.

>Is the lack of time-stamp messages significant of something having gone wrong?
Yes. You should be expecting the next time stamp on time, unless you are backing up data because you have a high CPU load and are not processing it quickly enough which would then cause it to be delayed.

>4. Shouldn't I be getting some sort of server disconnect message instead of 3?
That is odd. You should see a S,SERVER DISCONNECTED message, if IQFeed becomes disconnected from its servers. You could then issue a S,CONNECT command and the symbols you were watching should automatically be rewatched for you, when the connection is reestablished. Did you loose your connection to IQFeed?

Can you describe a little more what you are doing, so I can better help you?

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IQFeed Developer Support » Server Reconnection. Aug 3, 2010 05:16 PM (Total replies: 3)

Could you explain in a little more detail, I don't have enough information to help you.

Did you get a S,SERVER DISCONNECTED message?

What where you doing when you got disconnected?

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IQFeed Developer Support » Feed latency problems for Nasdaq data Aug 3, 2010 05:00 PM (Total replies: 21)

We are still looking into it.

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IQFeed Developer Support » mktsymbols_v2.zip not updating Aug 3, 2010 03:47 PM (Total replies: 8)

We are looking into it..

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What those are, is the exchange clearning the postion.

Edited by DTN Brian Wood on Jul 30, 2010 at 04:02 PM


What symbols are you trying to watch?

It could be that you are not keeping up with the feed. Frequently we see people not processing the data fast enough so it backs up and they see delays and find that the CPU usage has gone high. IQFeed will queue up the incoming data until you run out of memory. Look at IQFeed running in task manager and see if you see it’s memory increasing, if so, it means that you are not processing the incoming data quickly enough and it is beginning to back up. Remember the feed depending on what is happening in the market may surge 5 times or more during some sort of announcement. The flow of data is not constant and you may experience sudden surges in the amount of data received.

The hardware you are running is also very low end now days, so improving your hardware might also help your preformance.

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IQFeed Developer Support » Bad trade indicates?! Jul 29, 2010 04:23 PM (Total replies: 4)

They are non last qualifying trades and they are sent with the last trade price, so the incremental volume is updated. We know about the problem and are working on a fix for it. It has no release date as of yet…

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IQFeed Developer Support » When was the market center field deprecated? Jul 29, 2010 02:58 PM (Total replies: 1)

The Update/Summary Message Format Field 26 (Market Center) was Deprecated. You should use field 63 (Trade Market Center) instead and use a lookup to get your master list so you always have the most current list.

It was deprecated back in IQfeed version 4.5, sometime around October of 2008.

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IQFeed Developer Support » Ordering of concurrent update messages Jul 29, 2010 02:47 PM (Total replies: 1)

The updates are sent out in the order they are received from the exchange. There is no reordering or generation of data done by us. The exchange may resend stuff so you shouldn't assume it's going to be in prefect time order. They can send it to us however they want and we send it to you in the exact same order we receive it from them.

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IQFeed Developer Support » Dynamic fieldsets affecting Summary messages? Oct 7, 2008 04:37 PM (Total replies: 2)

Jim,

It should have been the way it was described in the documentation.

The dynamic fieldsets only apply to update messages ("Q" messages) received in Level 1 streaming data."

It will be fixed in the next version.

Brian

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