Can anyone comment on how long it takes to turn a history request intraday?

If I call the history server, I am getting ET's of up to 8 seconds for 10 days of minute bars on ES(eMini S&P)...

I have been poking around on my code to speed things up but nothing seems to improve the turnaround time...

If I request the last 10 days of minute data (in single minutes)...it takes up to 8 seconds to report back the entire block, at which point I launch the next request in the que...

Somthing must be wrong...

It should not take 8 seconds to get 10 days worth of 1 minute bar data.

Scott
Edited by swhitney on Dec 17, 2005 at 07:42 PM

I buffer the incramental callbacks until i see an ENDMSG then kick it to the que cruncher and the entire block is sent as a text chunk...to the listners..
Edited by swhitney on Dec 17, 2005 at 07:44 PM

Hello Scott,

After doing some prelimary testing, We are not seeing any issues on our end (with the servers).

Are you still having issues with this?

Are you experiencing long request times on other contracts as well?

Is this something that just started happening for you recently?

Thanks,
Steve

what do you mean "turn a history request"?

the S&P emini is traded "24/7", yes? thats alot of data. unless i'm missing something, i'm not surprised it would take 8 seconds to retrieve 10*24*60 ticks. i mean 8 seconds is a tad long, but its not that far off what i'd expect, especially since you're timing it from when you're done processing the data, stored as text, which is much larger than the compressed data iqfeed receives.

time it from when the request goes out until the ENDMSG, using sockets. that'll tell you if its the network/iqfeed or not.

Internally here I am pulling 10 days in an average of 4 seconds. Of course it will be longer for you with outside/internet related delays, but 4 seconds would be "best case scenario".

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Jay Froscheiser
DTN - Trading Markets