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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Is there a short form the update quote message (Q)

Author	Topic: Is there a short form the update quote message (Q) (7 messages, Page 1 of 1)
bigfoot -Interested User- Posts: 11 Joined: May 12, 2004	Posted: May 12, 2004 01:28 PM Msg. 1 of 7 The current update message has a lot of data for each tick, some of which don't change at all. Is there a shorter version of the data. From a bandwidth point of view, there is a lot of wasted bytes just to update the last trade, bid or ask. I have been testing with 6 stocks (CRDN, FARO, LEND, BGFV, SWIR, MAGS) and I have got about 18MB of a raw data written to a file form 9:30am to 2:30pm EST. These stocks average about 200K shares a day, so imagine the data for stocks like CSCO, MSFT etc which average 25Million or more shares a day and getting quotes for 500 symbols. This would be like downloading a full length movie during the trading day from which one only uses 1% of the data download.
bigfoot -Interested User- Posts: 11 Joined: May 12, 2004	Posted: May 12, 2004 03:08 PM Msg. 2 of 7 Update. At 4:00pm the file is 26MB. 2 (SWIR & MAGS) traded over 3Million shares each 2 (CRDM & FARO) traded 500K shares each The other two traded 300K and 100K respectively. Is this data just local traffic (ie between IQApps and the client app) and the internet traffic between the servers and the IQApps more efficient?
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 12, 2004 03:54 PM Msg. 3 of 7 Quote: The current update message has a lot of data for each tick, some of which don't change at all. Is there a shorter version of the data. From a bandwidth point of view, there is a lot of wasted bytes just to update the last trade, bid or ask. I have been testing with 6 stocks (CRDN, FARO, LEND, BGFV, SWIR, MAGS) and I have got about 18MB of a raw data written to a file form 9:30am to 2:30pm EST. These stocks average about 200K shares a day, so imagine the data for stocks like CSCO, MSFT etc which average 25Million or more shares a day and getting quotes for 500 symbols. This would be like downloading a full length movie during the trading day from which one only uses 1% of the data download. --- Original message by bigfoot on May 12, 2004 01:28 PM The messages you are seeing are local only. We send the data in a highly compressed format between our servers and IQFeed (we are working on squeezing out even more efficiency here), then IQFeed unpacks it into a format that is easier to process for the application. In IQFeed, go to the Feed stats of the connection manager. You will see stats for both Internet bandwidth and Local bandwidth. During market hours, the local will be approx 2x the Internet numbers. Jay Jay Froscheiser DTN Market Access, LLC.
bronislav -Interested User- Posts: 5 Joined: May 13, 2004	Posted: May 13, 2004 01:40 PM Msg. 4 of 7 Another useful bandwidth-saving option would be ability to receive only trading ticks (that is, when volume changes). Currently most ticks are bid/ask change ticks. Some applications don't require them at all. Note that historical ticks available for download are only trading ticks, not bid/ask change ticks.
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 13, 2004 05:15 PM Msg. 5 of 7 Quote: Another useful bandwidth-saving option would be ability to receive only trading ticks (that is, when volume changes). Currently most ticks are bid/ask change ticks. Some applications don't require them at all. Note that historical ticks available for download are only trading ticks, not bid/ask change ticks. --- Original message by bronislav on May 13, 2004 01:40 PM Interesting. I don't know if I have ever had the request for only trade updates. usually people want to see the quotes as well to see which way the interest is moving (hense the whole reason for level II, etc). I will post a poll to see what others think! Jay Froscheiser DTN Market Access, LLC.
bigfoot -Interested User- Posts: 11 Joined: May 12, 2004	Posted: May 13, 2004 08:54 PM Msg. 6 of 7 Agree with you on this one Jay, I need all the bid and ask changes and I would think majority of people want that was well.
bronislav -Interested User- Posts: 5 Joined: May 13, 2004	Posted: May 14, 2004 01:54 AM Msg. 7 of 7 Agree with you about the majority, but even if minority (say 10%) doesn't need this data, why not give it an option to skip on bid/ask updates and save 80% of bandwidth? There are still people in this world who connect with dial-up modem and pay $50 per gigabyte of traffic!