Hi, I have the following issue: it seems that sometimes strem live data comes a bit delayed. The more symbols I watch the more I see delays on data comming in.

For example I am watching 10 symbols only. I only process lvl1 update messages.
I am comparing the Most_Recent_Trade_Time and my computer time (which I sync with NTP every 15 min getting a time drift of around 10ms only)
Most data comes within 150 ms, but once in a while the difference between my time and exchange last trade time grows up to 500 miliseconds or more! This happens for 2-3 seconds every 2 minutes or so (in average).
I don't understand this, as my network is quite stable and has almost no variation in roundtrip time to your IPs:

Ping statistics for 66.112.148.211: Packets: Sent = 390, Received = 389, Lost = 1 (0% loss),
Approximate round trip times in milli-seconds: Minimum = 125ms, Maximum = 130ms, Average = 125ms

Ping statistics for 204.11.56.48: Packets: Sent = 112, Received = 112, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds: Minimum = 134ms, Maximum = 136ms, Average = 135ms

If I increase the number of symbols, I see larger delays - up to more than 1 second when watching 500 symbols. All data comes delayed during this intervals.

It can't be from my application as it is doing very little processing and when data comes in time it is always processed well (e.g. outside these intervals). CPU is under 3% at any time. Memory also plenty free and using very little in my App (<10MB).
I use async sockets and process data right away. The only thing I do is to check the time difference (the delay) and write to console if higher than 400ms.
As you see above network is quite stable as well, I check the netowrk during this delay intervals and there is no difference in latency.

There is no data queued on IqConnect as I see in the Diagnostic utility - even when watching 500 symbols.

My question is why do I see these delays, is there a reason on your side for this? Specially when I watch 10 symbols there should be absolutely no delays unless they are caused by the exchange or something like this.

Thank you!

Good afternoon,

It sounds like you have looked at everything on your end that I would have mentioned, and servers look solid today, so the other place that data could be delayed is when your connection is not ready to receive more data, it will queue up on our servers.

But, I can only see this at a moment in time, and currently there is nothing of interest there. No dropped data and queue is minimal. If you can load the app with a very high symbol count and re-create the delay, if you let me know when it gets delayed by something along the lines of 10 seconds and then I can try to catch it while it is happening.

There is a small buffer on the client side socket that could be in play here when the delays are subsecond, but Windows hides this buffer so I can't view what might be happening there.

Can you try and open up the IQWatchQuote app alongside your own to compare the delays that you seen in your app vs watchquote and let us know what happens there, it might provide some clues.

Tim

I have been testing again now with 100 symbols, and the behaviour has become worse actually: the delays start almost immediately and they start piling up from 0.5sec and get to around 35 seconds!

I started testing approx: 15:55:30
The time I stopped testing: 15:57:00
The delay at this time was around: 29 seconds
These are exchange times.

If I run IQWatchQuote with SPY I see same dealy in Bid/Ask time

Just realised someone was streaming netflix on my modest 45 Mbps connection, this could affect the IQFeed data streaming and therefore get these very bad results in test, I assume. I will need to repeat the tests tomorrow.
But it would be interesting to see if the data is queueing at your end, that could explain some of it.

But even with Netflix there are still 36Mbps of bandwidth left (I did a speed test).

A speed test to NebraskaLink (Omaha, NE) says about 9Mbps Download and 8Mbps Upload (Netflix still on), would this should enough?
Edited by Norbert on Feb 8, 2018 at 03:20 PM

Can you please check between 10:48:51 and 10:48:54 (Exchange time)?
I re-ran the tests today 09 Feb 2018 with 100 symbols. During that time period the delay was 500-1100ms

In order for me to check, I have to look at your connection when it is happening, so if you want to come into developer chat and we can coordinate the test I would be happy to do that for you.

In looking at your connection currently, I can see you are watching a fair number of symbols, with no data queued on this side currently and what appears to he a healthy connection. Are things better this morning on your end?

When you say we are delayed, what are you comparing your reception time to?
You said bids and asks are delayed in IQWatchQuote, by how much? Were other things on time?

Tim

It is not happening all the time, it is happening every few minutes and lasts for a few seconds. I can't go to chat now, I need to leave for a while. Maybe we can schedule a chat later when I am back in a few hours. Last few times I tried chat there was no reply so I wrote here.

When I watched IQWatchQuote I could see the data there was also delayed just like the other streamed data. I could see bid/ask dates, that's why I mentioned them, but I guess all the info was delayed.

Ok, I have some meetings later today, but if you see me online when you get back, please track me down. There is very little that I can do to see or resolve sub-second delays as most are masked by the operating system. But, we will certainly do what we can to help.

Tim