jamesh2
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Posts: 17
Joined: May 25, 2004
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Posted: Mar 1, 2006 06:00 PM
Msg. 1 of 8
Hi,
I seem to be having a lot of trouble monitoring many Level 1 and Level 2 symbols simultaneous through TCP. Can anyone give a rough indication of how many symbols it should be possible to monitor on any given machine ? Just to give me a rough guide as what to expect. At the moment my machine can’t keep up with 16 symbols during peek market activate with a 2 gig processor (iqconnect.exe (4.1.1.1) using 99 % of the cpu) , but have no trouble monitoring 500 symbols with only L1 data.
Does L2 really generate that much data ?
James
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jamesh2
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Posts: 17
Joined: May 25, 2004
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Posted: Mar 2, 2006 09:20 AM
Msg. 2 of 8
I've tried with only 3 symbols with the same result (IQConnect.exe takes 99% of the cpu) . It really looks like a software bug in IQConnect.exe. I can send a screen shoot if you want ?
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Mar 2, 2006 10:32 AM
Msg. 3 of 8
We will need some more information to figure out what could be causing this.
The results will obviously vary by which symbols you are watching since some symbols generate far more data then others.
I did some testing this morning at market open watching 20 symbols on both Level1 and Level2 connecting to IQConnect via telnet.
My results were CPU usage averaging around 5% with brief (no more than 2-3s) spikes up to 100% when there was high traffic.
I just finished some more testing where I watched the top 30 most actives in our market scans client from 11AM EST on both level1 and level2 in telnet.
The symbols I was watching were: CSCO. QQQQ, ORCL, SPY, INTC, CNXT, SUNW, CIEN, SIRI, IWM, RAD, MSFT, LU, TXN, XLE, CHS, AAPL, F, AMAT, SMH, Q, MONE, CHK, BRCM, TWX, DELL, NT, GE, OVTI
In this case, CPU usage averaged about 70% for the first 5mins, followed by dropping to 10% after that and staying there for the next 15mins (with the same brief spikes from the first testing).
The computer I was testing on is a P4 3.0ghz with 1gb ram.
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jamesh2
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Posts: 17
Joined: May 25, 2004
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Posted: Mar 2, 2006 11:15 AM
Msg. 4 of 8
The symbols I was watching were AAPL, AMAT, SUNW. Do you have an email I can send the screen shoot to you ? I have also noticed the error seems to happen when there is an extended spike in which the cpu usage climbs to around 99%, then it stays at ~99% and the ethernet traffic (that my machine is connected to the internet with) seems to eventually dies off and I receive no more ticks until I restart IQConnect.
I've enabled logging to see I can get an more info for you.
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DTN_Steve_S
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Joined: Nov 21, 2005
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Posted: Mar 2, 2006 11:36 AM
Msg. 5 of 8
I have sent you a Private Message with the developer support email address.
The loss of data (until restarting IQConnect) obviously concerns me. Perhaps the log file can tell us what is happening there. Are you still watching both Level1 and Level 2 for these symbols when this happens? Do you stop recieving Level 1 as well?
Also, it is important to keep in mind that IQconnect logging will dramaticly Increase the CPU usage. Edited by DTN_Steve_S on Mar 2, 2006 at 11:43 AM
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jamesh2
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Posts: 17
Joined: May 25, 2004
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Posted: Mar 2, 2006 12:23 PM
Msg. 6 of 8
The logging did cause extra load so it was not that useful. When the problem occurs I'm always monitoring L1 and L2 data. I'm pretty sure that L1 one drop off as well.
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jamesh2
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Joined: May 25, 2004
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Posted: Mar 2, 2006 12:27 PM
Msg. 7 of 8
Ps I have sent the screen shot to the support email address
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stargrazer
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Posts: 302
Joined: Jun 13, 2005
Right Here & Now
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Posted: Mar 2, 2006 05:30 PM
Msg. 8 of 8
Quote: The symbols I was watching were AAPL, AMAT, SUNW. Do you have an email I can send the screen shoot to you ? I have also noticed the error seems to happen when there is an extended spike in which the cpu usage climbs to around 99%, then it stays at ~99% and the ethernet traffic (that my machine is connected to the internet with) seems to eventually dies off and I receive no more ticks until I restart IQConnect.
I've enabled logging to see I can get an more info for you. --- Original message by jamesh2 on Mar 2, 2006 11:15 AM This is similar to an issue with downloading history I had/have. If I download enough simultaneous symbols to saturate my internet link, there will be several/many downloads that will not complete. Nowadays I have a tuning parameter that I use so that I always keep my downloads to the point where my link is not saturated. Maybe this observation may help in narrowing down a issue that may or may not reside with the tcp stack, or something related.
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