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Norbert has contributed to 5 posts out of 21196 total posts (0.02%) in 2,293 days (0.00 posts per day).

20 Most recent posts:
DTN.IQ Client Software Support » Temporary recurring delays in stream data Feb 9, 2018 10:23 AM (Total replies: 7)

It is not happening all the time, it is happening every few minutes and lasts for a few seconds. I can't go to chat now, I need to leave for a while. Maybe we can schedule a chat later when I am back in a few hours. Last few times I tried chat there was no reply so I wrote here.

When I watched IQWatchQuote I could see the data there was also delayed just like the other streamed data. I could see bid/ask dates, that's why I mentioned them, but I guess all the info was delayed.

DTN.IQ Client Software Support » Temporary recurring delays in stream data Feb 9, 2018 09:51 AM (Total replies: 7)

Can you please check between 10:48:51 and 10:48:54 (Exchange time)?
I re-ran the tests today 09 Feb 2018 with 100 symbols. During that time period the delay was 500-1100ms

DTN.IQ Client Software Support » Temporary recurring delays in stream data Feb 8, 2018 03:14 PM (Total replies: 7)

Just realised someone was streaming netflix on my modest 45 Mbps connection, this could affect the IQFeed data streaming and therefore get these very bad results in test, I assume. I will need to repeat the tests tomorrow.
But it would be interesting to see if the data is queueing at your end, that could explain some of it.

But even with Netflix there are still 36Mbps of bandwidth left (I did a speed test).

A speed test to NebraskaLink (Omaha, NE) says about 9Mbps Download and 8Mbps Upload (Netflix still on), would this should enough?
Edited by Norbert on Feb 8, 2018 at 03:20 PM

DTN.IQ Client Software Support » Temporary recurring delays in stream data Feb 8, 2018 02:58 PM (Total replies: 7)

I have been testing again now with 100 symbols, and the behaviour has become worse actually: the delays start almost immediately and they start piling up from 0.5sec and get to around 35 seconds!

I started testing approx: 15:55:30
The time I stopped testing: 15:57:00
The delay at this time was around: 29 seconds
These are exchange times.

If I run IQWatchQuote with SPY I see same dealy in Bid/Ask time

DTN.IQ Client Software Support » Temporary recurring delays in stream data Feb 8, 2018 01:00 PM (Total replies: 7)

Hi, I have the following issue: it seems that sometimes strem live data comes a bit delayed. The more symbols I watch the more I see delays on data comming in.

For example I am watching 10 symbols only. I only process lvl1 update messages.
I am comparing the Most_Recent_Trade_Time and my computer time (which I sync with NTP every 15 min getting a time drift of around 10ms only)
Most data comes within 150 ms, but once in a while the difference between my time and exchange last trade time grows up to 500 miliseconds or more! This happens for 2-3 seconds every 2 minutes or so (in average).
I don't understand this, as my network is quite stable and has almost no variation in roundtrip time to your IPs:

Ping statistics for 66.112.148.211: Packets: Sent = 390, Received = 389, Lost = 1 (0% loss),
Approximate round trip times in milli-seconds: Minimum = 125ms, Maximum = 130ms, Average = 125ms

Ping statistics for 204.11.56.48: Packets: Sent = 112, Received = 112, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds: Minimum = 134ms, Maximum = 136ms, Average = 135ms

If I increase the number of symbols, I see larger delays - up to more than 1 second when watching 500 symbols. All data comes delayed during this intervals.

It can't be from my application as it is doing very little processing and when data comes in time it is always processed well (e.g. outside these intervals). CPU is under 3% at any time. Memory also plenty free and using very little in my App (<10MB).
I use async sockets and process data right away. The only thing I do is to check the time difference (the delay) and write to console if higher than 400ms.
As you see above network is quite stable as well, I check the netowrk during this delay intervals and there is no difference in latency.

There is no data queued on IqConnect as I see in the Diagnostic utility - even when watching 500 symbols.

My question is why do I see these delays, is there a reason on your side for this? Specially when I watch 10 symbols there should be absolutely no delays unless they are caused by the exchange or something like this.

Thank you!


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