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jimc has contributed to 35 posts out of 20641 total posts (0.17%) in 5,271 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Can't get streaming bars to send data Feb 14, 2022 07:37 PM (Total replies: 0)

I've been using the API for a long time, but I just tried for the first time to get streaming bars. My code is logging in, and can retrieve historical data and streaming data, as it always has. I connect to port 9400, and I get "S,SERVER CONNECTED" back on that port. I send "BW,SPY,60,20220211 093000,,,,,req1,s,,1\r\n" and...nothing. I've played around with the parameters, no success, haven't figured out what I'm doing wrong, hope someone sees something obvious. Thanks.

Jim

IQFeed Developer Support » Could not connect to History socket. Dec 18, 2014 10:16 AM (Total replies: 8)

I was getting that error last evening, too. A few cycles of ensuring that IQConnect.exe was closed, then re-running my program did not fix it. I had the same problem with a short LinqPad script I use for testing as well. After running IQConnect.exe manually before starting my program, instead of letting the program start it, I was able to connect. The problem isn't happening at all for me this morning.

Jim


Thanks for the quick reply. I think you're saying that I can switch between 4.7 and 5.x by keeping two versions of IQ32.dll; e.g., IQ32_47.dll (the IQ32.dll I'm using now) and IQ32_5.dll (the IQ32.dll I'll get when I install the 5.x SDK), and renaming/copying whichever one I want to use at any given moment to IQ32.dll. Is that right?

Jim


I may be the last person in the world upgrading their app to use IQFeed 5.x; I'm still using IQFeed 4.7.2.0 in production. My production version still uses the (very) old SetCallbackFunction initialization method. If I install the latest SDK, will my production app keep working, or does it need to be updated to use the "launch IQConnect, connect via Admin port" initialization method? Or can 4.7.2.0 and 5.x both run on one computer?

Jim

IQFeed Developer Support » VERY slow history requests (sometimes) Nov 11, 2011 08:37 AM (Total replies: 12)

Steve, it's been good, but today again historical requests are very slow.

Jim

IQFeed Developer Support » VERY slow history requests (sometimes) Oct 25, 2011 10:22 AM (Total replies: 12)

Sorry I didn't reply to this; I didn't have the data easily accessible. Historical requests have been very slow for me all morning today; not sure if you can see anything on your side.

Jim

IQFeed Developer Support » VERY slow history requests (sometimes) Aug 30, 2011 03:56 PM (Total replies: 12)

I've been seeing similar behavior for about 5-6 weeks. This happened a year or two ago, then the problem stopped happening. Re-requesting eventually gets the feed going again, but this problem has really been slowing my app's startup down.

IQFeed Developer Support » Best for C# developper Jun 25, 2010 09:21 AM (Total replies: 4)

Bite the bullet and write a multi-threaded socket feed consumer. The COM interface has too much overhead, especially going back and forth to the .NET world. When volume spikes, the COM<->.NET solution won't be able to keep up, and you'll find your CPU pegged and your program falling farther and farther behind. It will eventually catch up, but when I was using COM with .NET, it sometimes took 10 minutes until my program was caught up.

Jim

IQFeed Developer Support » Not receiving historical data May 11, 2010 11:00 AM (Total replies: 2)

No, it started working at about 9:55am that day. I was online with someone from your support group, and she could see that my historical requests weren't getting to where they needed to be, but could not see why.

IQFeed Developer Support » Not receiving historical data May 10, 2010 08:52 AM (Total replies: 2)

At 9:30 EDT, I stopped receiving historical data. The IQFeed Diagnostics Utility also fails to get historical data. Am using version 4.7.0.9.

Jim

IQFeed Developer Support » DST problem? Mar 16, 2010 08:26 AM (Total replies: 3)

Just to follow up on this, it finally got resolved. MarketDelta was interpreting the timestamp fro IQFeed as being in standard time, because it has no timezone/dst suffix. MD had me install an unreleased, upcoming version that fixes this bug. Unfortunately, as has often been the case with MarketDelta, the new release has new bugs that break existing functionality, and the response I got from them was one I get far too often: "That functionality isn't important, so we're in no rush to fix the bug we just created." Arghhh!

IQFeed Developer Support » DST problem? Mar 15, 2010 10:36 AM (Total replies: 3)

Thanks Curtis. I've tried all the normal fixes, without success. I'm working with MD tech support now. They've had me install an upcoming, unreleased version of MD and have tried various fixes, to no avail so far.

Jim

IQFeed Developer Support » DST problem? Mar 15, 2010 09:19 AM (Total replies: 3)

My IQFeed is consumed by both MarketDelta and a program I've written. My program is happy this morning, but MarketDelta is complaining that my local time is off from the IQFeed server time by an hour. MarketDelta's charts are correspondingly off by an hour, no matter how I configure daylight savings time in the <my>holidays.txt file. Is anyone else seeing that IQFeed's server is off by an hour today?

Jim

IQFeed Developer Support » iqconnect.exe maxxing out cpu on 500 symbols Dec 11, 2009 11:32 AM (Total replies: 17)

Russ, it's my experience that when my program fell behind and IQConnect had to queue stuff up, that caused IQConnect to peg the CPU. When I rewrote my code so that it ran much faster, this problem went away. So it does seem to be true that slow client code can lead to a kind of death spiral for IQConnect. My code is now using dynamic fieldsets and running in its own thread, and it almost always keeps up. There are still spikes in volume (e.g., right after a Fed announcement) that cause my code to fall behind by a few seconds, but it catches up pretty quickly, and never causes IQConnect to peg the CPU.

Jim

IQFeed Developer Support » Dynamic datasets bug Oct 9, 2009 08:37 AM (Total replies: 13)

I upgraded to 4.6.1.0; same problem.

IQFeed Developer Support » Dynamic datasets bug Oct 8, 2009 11:47 AM (Total replies: 13)

What is the status of this bug?

I'm using IQFeed version 4.6.0.7 with MarketDelta, and with a program I've written. My program uses the socket feed and dynamic datasets. I get a "Parameter is Incorrect" error and message box every day - the first time after the equities market opens at 9:30 that I switch the symbol on a chart in MarketDelta. I also get it at various times throughout the day when I switch symbols on a chart. When I get this error, MarketDelta stops its data feed from IQFeed, and I have to restart the feed and re-download the ticks up to that point. My program doesn't seem to be affected. But it's a really annoying problem that I sure hope gets fixed soon. It's no fun to have a bunch of charts stop working at 9:30:15, and have the charting program (MarketDelta) take 30-90 seconds to recover from the problem.

Jim

IQFeed Developer Support » C# sample using sockets? Apr 17, 2009 10:46 AM (Total replies: 8)

I don't think there's a C#/sockets example in the SDK, but this old post should get you started: http://forums.dtnma.com/index.cfm?page=topic&topicID=284

Jim

IQFeed Developer Support » datafeed optimization Dec 1, 2008 11:31 AM (Total replies: 2)

One other thing: allocating memory is usually a relatively expensive operation. So look for places where you're allocating memory many times (e.g., string creation) and change them to avoid so many allocations (e.g., use the StringBuilder class).

Jim

IQFeed Developer Support » datafeed optimization Nov 26, 2008 02:41 PM (Total replies: 2)

Donald, I have a couple suggestions for you. First, I used the ActiveX feed with a .NET-based program (C#) for many months. The ActiveX overhead was too much for my computer (a reasonably fast dual CPU machine); when volume spiked, my program fell progressively further behind receiving and processing the feed. I'm only watching about 65 symbols, too. I recently switched to the socket interface, and it's much, much faster for me. (I think this big performance difference might not necessarily be there if one was writing a non-.NET program.) So rather than beat your head against the wall trying to get your ActiveX-based code running as fast as possible, you may want to switch to the socket interface. It's probably the biggest single thing you can do to speed things up.

Also, the socket interface lets you specify which fields you want to receive, and that can drastically reduce the amount of bandwidth and parsing it takes to receive the feed. The ActiveX interface doesn't support this feature yet.

Second, if your database can't keep up with so many inserts, you could:
1). Let the data build up for awhile (e.g., at least a few seconds), then have a separate thread go do an insert
2). Spend some time optimizing your database configuration for your needs; I use Oracle, so I don't know much about mySQL, but I'm sure there are plenty of things you can do to optimize it for an insert-heavy load like yours.
3). Run your database on a separate computer on your network
4). Instead, write the data to a file, and write a small program to run at the end of the day to insert it all into your database
5). Write the data to a file and read it back from a file, rather than into/out of a database

Third, when optimizing a program, usually a little bit of work goes a long way at first. In other words, look first for places where you're storing a value that's actually unchanged, or recalculating an indicator when the underlying data hasn't changed yet.

Fourth, once you've gotten the low-hanging fruit in terms of optimization, you may find it useful to use a third-party optimization tool. I use and like the Ants Profiler, but I'm sure there are many others.

One other thing: compile your program with using the "Release" configuration instead of the "Debug" configuration, if that's an option in VB. It makes a big difference in C#.

Good luck.

Jim

IQFeed Developer Support » Missing timestamps Nov 20, 2008 02:59 PM (Total replies: 8)

Steve, I figured out this afternoon that the problem was indeed due to a bug in my code. One of those obscure threading bugs. I've fixed it and haven't seen the problem since. Thanks.

Jim


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