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»Forums Index »Product Support »IQFeed Datafeed Wish List »"Snap" Single and Batch Quote - Request & Reply Message
Author Topic: "Snap" Single and Batch Quote - Request & Reply Message (6 messages, Page 1 of 1)

sasha
-Interested User-
Posts: 54
Joined: Jul 21, 2004


Posted: Aug 17, 2004 09:49 PM          Msg. 1 of 6
With TCP/IP and otherwise unless anyone can show me how, I think a new "Snap" Quote request message is needed.

This is just like doing:

1. Send a Watchlist subscribe request "wMSFT\n"
2. Receive a "P" message
3. Send a Watchlist unsubscribe request "rMSFT\n"

Except it might look something like:
1. Send a "Snap" Quote Request "pMSFT\n"
_or_
2. Send a "Snap" Batch Quote request "pMSFT,EBAY,QCOM,ABGX,AAA,etc,etc,etc\n"


This gives the latest market information in a "Snap" - single transaction and no wasted DTN Server and limited IQConnect session resources (subscribing, receiving new messages and then unsubscribing) when some in some cases all I really need is a quick snapshot and then go away.

For example, since there is a limit to the number of symbols in the non-satellite versions of 500 or 1300, this is a great way to open this up and save a HUGE amount of bandwidth for a lot of clients who may start polling a little more instead of subscribing for all tick data they may not need all the time.

The DTN Servers don't waste time subscribing and unsubscribing another client to possibly a few hundred ticks in the time it takes me to do Step 2. and 3. in the old Watchlist subscription example.


This would also be good for all EOD updates!

This message is also useful to "Snap" the fundamental data so it can be requested seperately and doesn't need to be resent with each batch snap request.

You'd probably place the session/port on another server so as to not interfere with the Streaming Watchlist server/clients.

jfcantin
-Interested User-
Posts: 20
Joined: May 18, 2004


Posted: Aug 18, 2004 10:35 AM          Msg. 2 of 6
Good Idea,

You have my vote.

j-f

DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004

DTN Market Access, LLC.


Posted: Aug 18, 2004 03:04 PM          Msg. 3 of 6
Sasha,

The concept of a snapshot server is something that we've been looking at for a while, and we definitely have plans to implement something in that general direction.

It most likely will end up being separate from the standard Level 1 feed.

This isn't something we're planning for the immediate future, but it is planned.

Tim Russell
Software Engineer
DTN IQ & FinWin

jfcantin
-Interested User-
Posts: 20
Joined: May 18, 2004


Posted: Aug 18, 2004 04:05 PM          Msg. 4 of 6
Thanks Tim,

That would be most useful! As I am doing like sacha and registering / unregistering symbols 500 at a time.

In the mean time if you guys figure out a cleaner way of doing this let us know.

JF

luisugaz
-Interested User-
Posts: 8
Joined: Sep 14, 2005


Posted: Sep 19, 2005 10:48 AM          Msg. 5 of 6
This snapshot or quote API will be very useful for some of our applications as well.
How do we help this feature be moved up in your list of changes?

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004


Posted: Sep 30, 2005 08:44 PM          Msg. 6 of 6
Tim, I'm not sure but I get the feeling that this request for a "snap" quote is something similar to how vendors like esignal provide their data--in segmented packetssnaps rather than an uninterupted flow of raw data--tick by tick. Correct me if I'm wrong?

If this is the case, and I can see where it would benefit developers & DTN servers alike for ease of pushing data, it should however be limited to EOD data & information. If you start to change time critical data such as Time & Sales & Volume then you are making a fundamental change to how DTN provides data, and if I am informed correctly it would be a mistake.

Can you comment please?

Thanks.
 

 

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