xen
-Interested User-
Posts: 15
Joined: Nov 12, 2006
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Posted: Nov 22, 2006 10:40 PM
Msg. 1 of 4
Hi,
Just curious if anyone has ever had a problem issuing 1000+ watch commands as fast as possible? I've noticed that if I make the requests for Level I data via TCP/IP the DTN symbol counter only gets up to 1060 (I get no data returned for the unwatched symbols), I'm requesting 1130 symbols. After adding "Sleep(1)" between each request I appear to have no trouble issuing all of the watch commands and IQ Feed correctly reports that I am watching 1130/1300.
Just curious if there is something I'm doing wrong or if this is a known limitation...or what?
Thanks
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Nov 24, 2006 07:54 AM
Msg. 2 of 4
I believe this is known, there is similar functionality designed into the macro we provide for our DDE sample spreadsheet. I think it waits after every 100 fields are filled.
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Nov 28, 2006 01:18 PM
Msg. 3 of 4
Just for confirmation on this.
This is an issue with the communication between IQConnect and the Servers.
The latest beta version of IQFeed should have a workaround implemented causing those to be 'rewatched' after a few seconds.
However, as Tim mentioned, the simplest workaround is to simply slowdow the requests by a small amount.
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Dec 1, 2006 08:41 AM
Msg. 4 of 4
Xen, We used to send two batches of requests of 650 symbols each (as fast as we can) with a 5 second gap in between. More recently we've found that we can send all 1300 at once successfully. When we do this BEFORE market open on either NYSE or NASDAQ it takes exactly 15 seconds from the time we start the watch list until we get the final response. During the market this typically extends to 30 seconds.
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