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mbielinski has contributed to 15 posts out of 21196 total posts
(0.07%) in 7,243 days (0.00 posts per day).
20 Most recent posts:
This is the error message I get when I try to connect. I upgraded to 4.3, but still the same message. Why?
Michael S Bielinski
The same applies if i use RequestTickHistory (symbol, days) via COM with the new servers. If I request 5 days of tick history, I just get a day or so.
What gives?
Michael S Bielinski
I use RequestLastXTicks (symbol, maxTicks) via COM with maxTicks sufficiently large to get a few days of tick data.
When I test on the new servers (-edited to remove server IP- in the hosts file), I get much less tick data - only a day or so rather than several days. My application wants at least three days, so it complains.
What has changed? Is this a bug with the new servers, or do the new servers limit the amount of tick history you can retreive?
Michael S Bielinski Edited by DTN_Steve_S on Jun 22, 2007 at 08:30 AM
Yes - I am now connected to 66.112.156.227.
No - not pulling one minute bars throughout the day. My system comes online around 10:30 and backfills (just once) morning data for a list of stocks it is watching.
Thanks for your help.
Michael S Bielinski
IQ Connection Manager says IP: 66.112.148.221
Michael S Bielinski
Updates (one minute bars) around 10:30 EST are PAINFULLY slow today. What normally takes 3 minutes took over 20 minutes. I noticed some slowdown yesterday evening (Feb 8).
There was a similar issue last november - can you please check server load / performance.
Michael S Bielinski
The problem disappeared around the time of your Nov 7 post. Whatever changes you made to the server configuration seems to have cleared up the problem.
Thanks!
Michael S Bielinski
I've been monitoring through the day - speed and reliability seems to be up considerably from this morning, but is still a little slow... is it a load problem in the AM?
Michael S Bielinski
Its a rather simple application - it analyzes morning data (5 minute bars) of a few hundred stocks in order to select 3-4 for trading. The analysis happens at 10:25 am, the selection at 10:30 am.
I've implemented this with the IQFeed COM component, using RequestMinuteHistory. It has performed reliably for the last couple of months at a speed on the order of 1/10 sec per update. Yesterday, several (a few percent) of the requests returned errors (my software does not report the exect error and I do not get the errors today to try to determine this). Today, the requests are taking on the order of >1 sec each, which adds up considerably when doing back-to-back multiple requests, and is outside of my expected timeframe.
So, I'm curious why the slowdown (5x - 10x slower) - if it can be explained on your end, and if so, is it expected to be temporary ot permanent.
Thanks, Mike
Michael S Bielinski
My application requests a minute history using the COM interface on several stocks at around 10:30 EST. It requires (and normally gets) very fast execution to make trading decisions. Yesterday, the requests executed slowly and received a few errors on requests. Today, the requests executed EXTREMELY slowly. Is there a server-side issue (heavy load, change in configuration, etc.)?
Michael S Bielinski
I am having the same problem with Trading Solutions trying to download data for stocks (7% progress, then nothing happens).
Has a solution to this problem been found?
Michael S Bielinski
I forgot to mention - I am pulling 5 minute data, and I believe I am only requesting 5 days of data.
Michael S Bielinski
Yes, I am in the Central Time Zone. I checked again today, Monday July 26 23:30 CST, and IQFeed once again only retreived data through Friday July 23, DESPITE having retreived data for Monday July 26 earlier in the day.
So, the problem is verified. I tested it on the first 8 stocks in my list - A, AA, AACE, AAI, AAP, AAPL, AAR, AATK.
At 23:30 CST, the time has rolled over to 00:30 in EST, and if you are still pulling the date from CST, you might think it is July 26 00:30, rather than July 27 00:30, and that would explain why the data stops prior to the market hours for July 26. Just a thought.
Michael S Bielinski
Has anyone noticed that minute historical data for the current day is not available around 11:30 PM CST for that day? In doing testing on July 20, I was pulling minute data for the trading day just ended (July 20), but in the last hour of the day, the data suddenly started stopping on July 19. Later, it resumed again through July 20.
I thought I had also noticed this the day before as well.
Michael S Bielinski
I'm developing an IQFeed interface for my app to request historical intraday data, basing it on the "history" example provided. I have not probed too deeply yet, but it appears on the surface that I can make only one request for historical data at a time.
In other words, if I need data for 5 tickers, can I blow out 5 RequestHistories at once, or do I need to do them serially, waiting for the data each time before requesting the next? The absence of handles, requestID's, or other referencing passed back when a request is made suggests the latter.
Any hope for processing multiple history requests simultaneously? If so, can you point me in the right direction?
Michael S Bielinski
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