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mvo has contributed to 8 posts out of 21185 total posts
(0.04%) in 5,498 days (0.00 posts per day).
20 Most recent posts:
DTN.IQ Client Software Support »
Performance with multiple socket clients to IQconnect.exe Aug 4, 2011 08:19 PM
(Total replies: 1)
Hi, How much extra CPU and network traffic overhead is added when I connect two (as opposed to one) instances of my socket-based application to IQconnect? Both instances are requesting the identical data in terms of the ticker list and dynamic fields. I tried that a couple days ago and didn't see any noticeable increase in CPU utilization - just want to confirm my observation. CPU stayed at around 15% for 1300 tickers. What happens if second app is requesting the same fields as the first app plus some more? Will IQconnect be delivering just a single superset of two requested subsets and then distribute whatever is requested by each or will it stream over the Internet two separate sub-feeds for two clients? Thanks
IQFeed Developer Support »
Connect to level 1 using TCP/IP from remote system Jun 16, 2009 10:57 AM
(Total replies: 6)
Jay, no, not yet. I have only one account that I use for staging and reliability at this point is much more critical to me than a CPU load.
IQFeed Developer Support »
Connect to level 1 using TCP/IP from remote system Jun 16, 2009 10:26 AM
(Total replies: 6)
You can run IQConnect on Wine under Linux. Works well for me, handles 500 symbols on one core of a dual-core 3.0G CPU with load averaging 5-15% and peaking at 25-40% during the fast market.
DTNIQ Client Software Wish List »
IQConnect suggestion Apr 14, 2009 10:09 AM
(Total replies: 1)
I'd like to suggest that DTN team considers stripping out calculation of "unnecessary" derived fields in IQConnect when user is not subscribing those with Dynamic Fieldset. This should substantially reduce IQConnect CPU utilization, especially during the fast market. Personally, I use only 1/8th of the total available fields, and none of them are calculated. Thanks, M.
IQFeed Developer Support »
Complete US equities list Apr 10, 2009 03:51 PM
(Total replies: 2)
No, I do not need realtime data beyond 1000-1300 names. What I am looking for is to obtain a complete list of tickers, and ideally one 'end of a day' fundamental record with split, dividend etc information for all stocks. Given that most of the fundamental message fields are static, it seems odd that it is being delivered via realtime port.
IQFeed Developer Support »
Complete US equities list Apr 10, 2009 03:29 PM
(Total replies: 2)
I'm trying to find a way to extract a complete list of US-listed equities. I figured I could do that by going trough mktsymbols.txt file and filtering by the 'security type' field in fundamental data messages. The problem with this appears to be that to get the fundamental message - I have to use port 5009, which allows only a limited set of subscriptions. Is there any other workaround to get a complete list of US stocks besides wEachSymbol / rEachSymbol on port 5009?
IQFeed Developer Support »
ID in symbol lookup? Apr 9, 2009 02:49 PM
(Total replies: 4)
Is there a complete list of US equities as well?
IQFeed Developer Support »
IQConnect freezes client app socket Apr 8, 2009 02:43 PM
(Total replies: 0)
Hello, I noticed that during a fast moving market IQConnect often freezes and takes almost entire CPU core. Yet at the same time my client application, that is doing nothing but poll() and read(), is running completely idle. In fact, at the time when I see CPU IQConnect CPU usage hitting 95%+, my app is sitting on poll() waiting for the socket to become ready to read. Apparently IQConnect overflows its internal socket buffer and blocks the socket almost entirely. In such cases poll() returns readable status only once a minute or so. The first solution that came to my mid was to open an individual socket for each symbol (out of 500) I am watching, or one for all symbols beginning with 'A', one with 'B', etc.. 26 total. Theoretically, the average socket buffer fill-up rate should be reduced by the factor that equals to the number of sockets and effectively "spread" the peak data load among multiple socket buffers, thus allowing my client app to read each of them sequentially or in parallel. My questions are following: 1. How many simultaneous socket connections do you allow per account / IQClient session? 2. Do I need to initialize the connection once or for each socket? Thanks, M. |
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