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Viewing User Profile for: AHA
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Joined: Jan 31, 2012 02:26 AM
Last Post: Dec 3, 2021 09:47 AM
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Post Statistics
AHA has contributed to 36 posts out of 20421 total posts (0.18%) in 3,597 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Realtime feed delayed Dec 3, 2021 09:47 AM (Total replies: 4)

Yesterday the delay went up to 4 minutes, 10 min after the restart at 9:57:38pm CET.

Today I had 5 disconnects at 1:03pm, 1:04pm, 1:05pm and 1:15, and 1:47pm CET, mostly right after a delay of about 5 to 10s. After the last disconnect, the feed has been realtime for about 3 hours now.

You mentioned, that you are able to monitor a clients server queue on your end.
Actually I prefer a server side disconnect when there is a delay of more than 8 seconds in the IQF timestamp, since the feed reconnects automatically within less than 2 seconds.

Are there any plans to implement such a function, or should I implement this rather in my app?
(I know that currently IQF disconnects after no timestamp for 8 seconds at all, but in my case this doesn't help)

IQFeed Developer Support » Realtime feed delayed Dec 2, 2021 04:01 PM (Total replies: 4)

Thanks for the help.

Did a restart before market close, delay was good for a few seconds, and then back to 4 min.
30 minutes after market close I couldn't reproduce the delay.

Some days there is no delay at all, once in a while I run into these delays.

I have a second feed connected to a Frankfurt farm and never ran into any delays, so the root cause could be the transatlantic line.

I'm really wondering if I am the only European customer affected by these kind of problems, or I am the only one monitoring and logging feed quality :)
Edited by AHA on Dec 2, 2021 at 04:02 PM

IQFeed Developer Support » Realtime feed delayed Dec 2, 2021 09:52 AM (Total replies: 4)

My EUREX realtime feed, eg XGZ21 is currently delayed by 4 minutes.

I did a ping and traceroute, looks good, there is no queue in the iqfeed app.

Any ideas?

IQFeed Developer Support » Number of subscibed symbols Aug 5, 2021 03:09 PM (Total replies: 4)

Very good. I prefer the Level 1 port since I don't want to open another connection.

Thanks for your help.

IQFeed Developer Support » Number of subscibed symbols Aug 4, 2021 08:20 PM (Total replies: 4)

There were trades that day, @ES was also affected.

Is this the only way to get the number of symbols connected (port 9300)?

IQFeed Developer Support » Number of subscibed symbols Aug 4, 2021 04:36 AM (Total replies: 4)

I subscribe to 26 symbols. Usually everything is fine

But yesterday IQFeed showed 16 symbols only. This happens appr. once a year causing no data for that particular day for the missing symbols.

Is there a best practise on how to programmatically handle this (e.g. query the number of my subscribed symbols on IQF server and the just restart my app)?

Data and Content Support » Regular SERVER DISCONNECTED Apr 26, 2021 03:10 PM (Total replies: 6)

Stephen, thanks for your help on this, specially on your assumption that it could be a routing issue. I was able to locate a time based rule in my firewall, which was the cause of the disconnect.

Still not sure why this can cause the error, at least I found the culprit

Data and Content Support » Regular SERVER DISCONNECTED Apr 22, 2021 03:44 AM (Total replies: 6)

Another disconnect. Here is an extract of the IQ Logfile during that time. For what ever reason I didn't get Level 1 updates for 6s. I received heartbeats every second and was connected to quote server 66.112.148.226

STATUS Connectivity 508 0 2021-04-22 08:01:02 No data from Level 1 server in 6s. Reconnecting
STATUS Connectivity 508 0 2021-04-22 08:01:02 Close called, socket closed. 0
STATUS Connectivity 508 0 2021-04-22 08:01:02 Starting Feed (0:0)
STATUS Connectivity 508 0 2021-04-22 08:01:02 Initiating a login of type (2).
STATUS Connectivity 416 0 2021-04-22 08:01:02 Connecting To Login Server - 66.112.148.211:60000
STATUS Connectivity 416 0 2021-04-22 08:01:02 Connecting to server (66.112.148.211) on port 60000.

Seems like it always happens between 08:00 am and 08:01 am CET, one to two times a week. My internet connection was stable, also did a traceroute.
Edited by AHA on Apr 22, 2021 at 03:49 AM

Data and Content Support » Regular SERVER DISCONNECTED Apr 19, 2021 06:21 AM (Total replies: 6)

The last few weeks I have been monitoring several regular disconnects from IQF.

- All disconnects happenend excactly at the same TimeSpan between 8, 0, 0 and 8, 0, 59 CET
- My ISP connection was stable all the while
- Got disconnected today at 08:00:20.730
- Disconnect on 4/13/21 08:00:55.755

The data I received before the disconnect was "S,SERVER DISCONNECTED"

It is kind of annoying since it happens right after the start of most european market futures.


Any ideas?
Edited by AHA on Apr 19, 2021 at 06:26 AM

Data and Content Support » Realtime feed was delayed yesterday Oct 14, 2020 04:59 AM (Total replies: 2)

Andy, I checked my logs and didn't notice any delay for 9/3/2020. (Only monitoring EUREX.)

Data and Content Support » Realtime feed delayed on 10/14/2020 Oct 14, 2020 04:56 AM (Total replies: 2)

Somehow attachement didn't work. Trying again.

Data and Content Support » Realtime feed delayed on 10/14/2020 Oct 14, 2020 04:53 AM (Total replies: 2)

Time is UTC+1. Monitored mostly delays >= 4 seconds.

- Delay from 8:59:38 am till 9:16:32 am.
- Monitored EUREX realtime feed for most traded futures.

- Delay was up 61 seconds.
See attached Excelsheet:
- Column B is my realtime clock hh:mm:ss
- Column C is the last timestamp of any most traded EUREX relatime futures (quote or trade)
- Colum E is the time difference: Realtime clock - feed timestamp

Didn't have any internet issues, my broker connection was stable and realtime for EUREX.

IQFeed Developer Support » Delayed realtime quotes by up to 10 minutes Mar 10, 2020 03:44 PM (Total replies: 1)

Today I realized a delay in my realtime EUREX feed. It started at 17:00:29 CET with a delay of a few seconds, then back to realtime again, but later on there was a delay of up to 10 minutes.
The 10 minutes delay was stable for quite a long time until I restarted the whole feed at 20:53 CET.

Connection was on 66.112.148.221.

Other feeds that are not realtime were also delayed by up to 10 minutes.

After restarting there was no more delay. (Connected to .156)

Can you please check if there was a problen on your side?

If it will help, I will send a log later on.

Data and Content Support » Trimmed zero in quotes Apr 12, 2016 11:13 AM (Total replies: 2)

Noticed an internal issue on my side that caused the trimming. Was different before 5.2.

Data and Content Support » Trimmed zero in quotes Apr 9, 2016 04:15 AM (Total replies: 2)

For symbol WINJ16 and INDJ16 do not get ending '0' in quotes e.g. 50500 is distributed as 505.
Applies for 5.2 protocol and this exchange only.

IQFeed Developer Support » 5.2 Timestamp EUREX Jan 15, 2016 02:31 PM (Total replies: 1)

Tested the 5.2 today. Only got microseconds for US market. What about EUREX?

Data and Content Support » EUREX feed corrupt Nov 20, 2015 12:54 PM (Total replies: 5)

Now getting one duplicate. See pic.

Two trades at 11108,5 with volume 2. Can tell it's a duplicate because the timestamp is in mixed order again.

Seems like this happened only once during the whole trading day, but you may want to have a look into it.

Data and Content Support » EUREX feed corrupt Nov 19, 2015 05:49 PM (Total replies: 5)

See attached a snapshot comparision between IB feed and your feed.
Looks like you edit EUREX timestamp-

Have a look at IB feed - 09:02:22 - Trade at 11048 with volume 4.
Your feed trades at 09:02:25

Why can't you just pass through the original EUREX data instead of obviously editing and somehow corrupting the data?

Data and Content Support » EUREX feed corrupt Nov 19, 2015 04:17 PM (Total replies: 5)

Starting today, lasting the whole day got screwed EUREX quotes for all products.

Please check timestamp... applies for bid/ask/last

Mixed timestamp order.

E.g. getting quote timestamps in this order:
1 08:00:11.xxx
2 08:00:15.xxx
3 08:00:12.xxx

Check e.g. symbol XGZ15.

Also a lot of missing quotes and trades too, today the feed was totally unrealiable. Wondering if a) I'm the only customer noticing this b) there is any monitoring on your side to check delivery of screwed quotes.

IQFeed Developer Support » Disconnect - No reconnection for 10 minutes Dec 4, 2014 11:58 AM (Total replies: 0)

IQF disconnected at 11:05 (your time) and althought restarting IQF manually I didn't get a connect for 10 minutes.

Last connect was successful at 11:15.

My internet connection was stable. Please check.


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