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»Forums Index »IQFeed Developer »IQFeed Developer Support »History requests are slow to fill
Author Topic: History requests are slow to fill (4 messages, Page 1 of 1)

mattgundersen
-Interested User-
Posts: 15
Joined: Jun 23, 2015


Posted: Jan 28, 2019 10:58 AM          Msg. 1 of 4
Hi,

In the last few weeks I've noticed history requests can take a long time to fill. It is intermittent, it is only during market hours, perhaps during times of high transactions.

When my app starts I request the following. When things are working 'normally' all requests are fullfilled within 5-10 seconds of app start. When requests take a long time to fill, it can take up to 60 seconds, or a request is not fullfilled at all. I'm not seeing any errors when processing messages.

Any ideas why this happens?

Is there a twitter feed or some symbol statistics I can monitor to know when history requests are backlogged?

History: HID,@ESH19,900,30,,,,1,@ESH19-15
History: HID,@ESH19,300,30,,,,1,@ESH19-5
History: HID,@ESH19,1800,90,,,,1,@ESH19-30
History: HID,@ESH19,3600,90,,,,1,@ESH19-60
History: HIT,@ESH19,2000,,,5000,,,1,@ESH19-2000T,,t
History: HIT,@ESH19,1000,,,5000,,,1,@ESH19-1000T,,t

Thanks, Matt Gundersen

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Jan 28, 2019 01:39 PM          Msg. 2 of 4
Hello, this is something we are actively investigating.

jmcstone
-Interested User-
Posts: 5
Joined: Oct 29, 2017


Posted: Feb 21, 2019 10:22 AM          Msg. 3 of 4
Hello,

Has there been any progress on this issue?

I am having about 50% of my requests fail due to no response from IQFeed.

Initially the program had a timeout of 5 seconds, and after reading this post, I increased it to 120 seconds. Unfortunately, increasing the timeout didn't help - I am still seeing the same failure rate.

Additional behaviour that I have noticed:
- When ran over the weekend, when there was no new data being returned - the import ran great with nearly 0 timeouts
- If I request large amounts of data for a lot of securities say - the last 10 years of minute data - it doesn't appear to have any problems
- When there is no historical data lookup response - subsequent requests on the same socket all meet the same fate - so, I have to close the socket and open a new one

Not sure if this makes any difference; but, I am running the IQFeed client in a Linux docker container.

Here is a sample portion of the IQConnect.txt (I added line numbers to each line) where it fails on line #12 - the request for ACET. It times out and opens a new socket, and tries again on line #25 - where the response is returned immediately.

1 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACAD,20190219,,,1,18,
2 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,2019-02-19,23.7400,22.8100,23.2500,22.9800,1137206,0,
3 18,2019-02-20,23.4100,22.5800,23.0200,22.8200,923336,0,

4 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:15 18,!ENDMSG!,

5 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,!ENDMSG!,

6 TO CLIENT Admin 9 1 2019-02-21 15:26:15 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175302.52,380.47,1992.07,315775.64,566.17,3588.36,

7 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACC,20190219,,,1,19,
8 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,2019-02-19,45.7900,45.1200,45.1200,45.5800,1121809,0,
9 19,2019-02-20,45.6300,43.0500,45.4000,44.5900,2291901,0,

10 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:16 19,!ENDMSG!,

11 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,!ENDMSG!,

12 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:16 HDT,ACET,20190219,,,1,20,
13 TO CLIENT Admin 9 1 2019-02-21 15:26:16 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175690.00,387.48,1974.04,316459.56,567.49,3555.73,

14 TO CLIENT Admin 9 1 2019-02-21 15:26:17 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175810.31,120.31,1953.45,316737.44,564.21,3519.30,

15 TO CLIENT Admin 9 1 2019-02-21 15:26:18 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176266.27,455.96,1936.99,317491.14,566.30,3488.91,

16 TO CLIENT Admin 9 1 2019-02-21 15:26:19 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176729.33,463.06,1920.97,318318.65,569.15,3459.99,

17 TO CLIENT Admin 9 1 2019-02-21 15:26:20 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177000.99,271.67,1903.24,318804.28,568.23,3428.00,

18 TO CLIENT Admin 9 1 2019-02-21 15:26:21 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177334.88,333.89,1886.54,319422.41,568.76,3398.11,

19 TO CLIENT Admin 9 1 2019-02-21 15:26:22 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177676.81,341.93,1870.28,320007.53,568.92,3368.50,

20 STATUS Information 9 0 2019-02-21 15:26:23 LOOKUP SOCKET ACCEPTED 3 -
21 TO CLIENT Admin 9 1 2019-02-21 15:26:23 S,STATS,66.112.156.224,60005,500,253,4,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,178195.88,519.08,1856.21,320907.01,572.39,3342.78,

22 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 S,SET PROTOCOL,6.0
23 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0

24 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0

25 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 HDT,ACET,20190219,,,1,21,
26 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,2019-02-19,1.1000,1.0300,1.0300,1.0300,388158,0,
27 21,2019-02-20,0.8100,0.3450,0.3795,0.3531,19447377,0,

28 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 21,!ENDMSG!,

29 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,!ENDMSG!,

30 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:24 HDT,ACGL,20190219,,,1,22,
31 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,2019-02-19,32.1500,31.3100,31.4600,32.0700,1228392,0,
32 22,2019-02-20,32.3500,31.9700,32.1000,32.3000,1011966,0,

33 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 22,!ENDMSG!,

34 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,!ENDMSG!,


Let me know if there is any additional diagnostic data that would help you out - I would be more than willing to help!!

Regards, Jeff

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Feb 22, 2019 05:38 AM          Msg. 4 of 4
Jeff, I believe this is a different issue.

The issues referred to in this thread have been resolved.

I took a look at your requests on the servers and I see no requests that weren't serviced in under a second today. In fact, the longest was .07s.

This implies that any requests you have that aren't getting completed are never making it to our servers which is an entirely different problem.

Can you send me a complete log file (likely will need to be zipped) that demonstrates the issue to developer support?

Thanks
 

 

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