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Viewing User Profile for: sruff
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Joined: May 12, 2005 11:03 AM
Last Post: Oct 10, 2005 12:41 PM
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sruff has contributed to 5 posts out of 21196 total posts (0.02%) in 6,947 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » HD commands hang after 3988 symbols Oct 10, 2005 12:41 PM (Total replies: 15)

I have completed my simple test app. I have tested on two machines on two different networks, both wired and wireless, and I still get the hang. My test program is a simple single threaded console app that sends the HD command for INTC asking for three days of data. It always asks for INTC to eliminate any symbol issues. It dumps to standard out the count of the request and all data read from the socket. It also should dump any errors sending or reading from the socket, but I'm not seeing any errors.

I will send a zip file containing the project to the support email.

sruff

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 7, 2005 10:16 AM (Total replies: 15)

Natalie,

I am still getting the hang. For me it happens even earlier if I use only one thread. When it hangs up I need to kill IQConnect to even browse the internet. It is not symbol related because I filled my entire symbol vector with "INTC", and the problem still occurs.

However, I have not completely ruled out a problem in my code. My hope is to create a very simple, single threaded console app that repros the problem. I will then test that on a couple of machines, and a wired and wireless network. If I can repro everywhere with the simple app, I will send it to you.

Thanks for your reply!
Scott

sruff

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 5, 2005 09:47 AM (Total replies: 15)

I don't believe it is symbol dependent. I did the test starting at an offset of 2000 in my symbol list and it still hung up at about the same time, but I will trace which symbols it hangs on and see if removing them helps.

Also I need to correct an earlier statement that the HM command worked fine. It worked longer but eventually hung at about 5000 symbols. If I let it just sit there after it hangs, IQConnect eventually crashes.

sruff

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 4, 2005 11:57 AM (Total replies: 15)

I am finding that after about 3988 HD commands, I stop receiving data. It happens every time. It does not seem to matter which symbols they are. If I take the exact same code, and simply replace it with a HM command, it all works fine. Also the HD commands seem much slower that HM commands.

I am running the latest 4.0 release.

sruff

IQFeed Developer Support » Feed reliability May 12, 2005 12:06 PM (Total replies: 1)

This morning using the software I'm developing I subscribed to almost 600 symbol on the nasdaq. However it appears that at some point within the first hour, and perhaps from the beginning I started receiving ticks for only a small subset of the subscribed symbols. Is it possible for the server to just stop sending ticks for a subset of symbols? Do I need to detect this on my side and resubscribe?

I'm very pleased DTN is providing this service and making the SDK publicly available. However, I'm really struggling to get data reliably. I've had problems with corrupted data, never getting !ENDMSG!, total loss of ticks, and now partial loss of ticks.
I'm a professional software developer working full time. This is my own project that I'm working on on the side. I'm finding that I'm spending more time working on data issues than my trading strategy.

I realize I could have bugs in my code. However, I would like to know what data correction/error detection steps the DTN developers believe the client developer must implement to maintain a reliable feed with uncorrupted data, and minimal loss of ticks using the CURRENT SDK.

Thanks
Scott Ruff

sruff


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