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Dragan has contributed to 3 posts out of 21196 total posts
(0.01%) in 6,221 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Rookie: min hardware requirements (1000+), sockets versus COM & how to best set up things at start... May 10, 2007 01:05 PM
(Total replies: 5)
…on history requests, yes, I’ll handle that gracefully and no batch processing, and if any more required (updating of things etc.) then it’d certainly be in after-hours (also to minimize load on our side). So, all in all it should be a ‘well-behaved client’, ...thanks to you both. It helped a lot and confirmed what I had in mind. And nothing else for now, this is enough to get me started. But I'll be back with some more, once I start processing the data, updates/splits etc., I'm bound to run into some problems sooner or later. Thanks and Best
IQFeed Developer Support »
Rookie: min hardware requirements (1000+), sockets versus COM & how to best set up things at start... May 9, 2007 04:57 PM
(Total replies: 5)
Steve, I greatly appreciate your response, it’s exactly what I needed – and if I could just ‘abuse’ your time some more and ask a few specific questions (and that should be all for now I think), hope you don’t mind… First to answer your question, here is the exact ‘specs’ on symbols we’re after: Exchanges: NASDAQ, NYSE, AMEX mostly Symbols All that are “above $2 (some average) and with average volume over 75000” … that’s almost 2,500 stocks, and heavier ones, but we’re scaling it down to over 1000, 1800 or so to start with (currently we have the 500 limit, the basic developer one, but planning on expanding on that very soon, that extra services of yours). Architecture (in brief, just FYI and any input appreciated): We’re going to keep/build our own history as we receive the data from you, thus cache everything and use history requests only as means of getting the old data and what’s missing, rebuilding/updating daily (after-hours) and so on. This should speed up things, minimize on bandwidth, also the load on your server. So, most of the time we’re mostly streaming/watching the symbols, and w/ occasional requests + end-of-day maintenance. Plus, I’ll be doing more or less what that other developer mentioned already (topic 1550), all the usual stuff, so just processing and emptying the queue ASAP and further processing it in the background. CPU/Multithreading: I read that (http://forums.dtn.com/index.cfm?page=topic&topicID=1550), but it’s clearer now, just wanted to re-check. And by ‘having a second login account’ (distributing the load over multiple machines) you mean 2 separate accounts, fees, right? I see that you have an option of buying additional 500 symbols, but there is no way to ‘split’ that over 2 machines/IP-s, you don’t offer anything similar? I understand, makes sense, but just to make sure what our limitations are. RAM: That’s good to hear, I was more thinking along the lines of memory I need myself to process things, cache (short-term, just some immediate data), before dumping it somewhere. But I was also afraid of your app overusing the memory, so that’s good news. Bandwidth: 8GB, yes, read that also. But what you’re saying is that it’s actually compressed (or just binary versus plain-text) as sent from you/servers to IQConnect (your ‘client’ sitting on our machine) and that’s more like 1GB – as opposed to the data communicated in between the IQConnect and my app (which is e.g. around 8), right? Talking rough figures here, got that. Btw. is that for level-II? That’s some more I guess. Latency, packet loss – makes sense. Ping to your servers (login.interquote.com in fact, but that’s what you’re using) shows ~50ms, up to 60ms (it’s ~5Mbps or so), that’s ok I guess. But has to be tested w/ some more load, also the quality of the line and all that. Symbol limit: if we e.g. have 1800 symbol limit – and we’re watching the 1800 regularly. Is it permitted to download occasional history requests for some of the other symbols (not watched)? How that works? Basically I was thinking of using up all the available symbols for constant watching/streaming and let history requests separate to that. C++ versus C#/.NET: And just one more – any experience or recommendations. I know the C++ is a much better/faster option (I’m a long-time C++ guy, so that’s not an issue) but C# much easier to work w/. So, I’m wondering if it’s worth the effort. If from C# and over COM (marshaling things over, or either way there is some involved) it’s probably introducing some delays, given the amount of data. Also the overall stability in both cases. Anybody did any tests with this? Or first-hand experience. I’m about to do it myself, but thought maybe somebody did that already. Thanks in advance! D Edited by Dragan on May 9, 2007 at 05:01 PM
IQFeed Developer Support »
Rookie: min hardware requirements (1000+), sockets versus COM & how to best set up things at start... May 9, 2007 09:28 AM
(Total replies: 5)
Hi, Few questsions, mostly performance wise: - what's the min hardware configuration for watching ~1000+ symbols (+ occasional history requests). Talking about the data-feed dedicated machine (so nothing else on it much). I'd also be interested in hearing from experience, first-hand. Is dual CPU a requirement or not? Currently I have one dedicated machine hosted - 2.26GHz Celeron Processor, 512MB RAM, 250GB Bandwidth - I'm planning on expanding, possibly taking '3.06GHz P4 HT Processor' but just wanted to hear about any experience. Also is it possible to run it on two machines, thus spreading the load, talking about the developer version that is, - From the performance perspective, is there any difference between using sockets/TCP/IP and COM interface? What's recommended? - Other things, advices? Thanks everybody, Dragan |
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