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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Delay on Level II data ?

Author	Topic: Delay on Level II data ? (10 messages, Page 1 of 1)
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 13, 2004 11:13 AM Msg. 1 of 10 Hi, I just experienced a significant delay on the incoming level 2 data. - at 11:00 AM it's ~ 10-15 seconds delayed - at 12:00 AM it catches up to 1-3 seconds - at 15:40 PM it again is ~ 30 seconds - at 16:00 PM I experienced ~ 60 seconds (last friday) I measure the dealy by comparing the timestamp of the incoming U record to my local PC clock. Is there some issue releated to market activity ? Or is just my account (probably somehow restricted) ? Am I missing something ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 13, 2004 03:10 PM Msg. 2 of 10 Right now at 16:09 PM I get the last ticks of today's session having timestamp 15:59:59. This is a delay of ~10 minutes. How come ? Is there some throttling I'm missing ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Sep 14, 2004 02:59 PM Msg. 3 of 10 What this ~10 minute delay on level II or level I quote data? What symbol are you watching, I will try to watch as well and compare to some other sources to see if there are issues.. Jay Froscheiser DTN Market Access, LLC.
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 14, 2004 03:01 PM Msg. 4 of 10 Level II, MSFT Dierk Droth www.trademagic.net TradeMagic - Trading at its best
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 17, 2004 08:46 AM Msg. 5 of 10 More observations: I just tried again (09:38). The gap on Level II data is increasing the longer I let my app run: after some minutes, the gap is more than a minute. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 DTN Market Access, LLC.	Posted: Sep 17, 2004 10:57 AM Msg. 6 of 10 Dierk - If you disconnect from Level 2, then reconnect, is the gap still there? Tim Russell Software Engineer DTN IQ & FinWin
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 17, 2004 11:24 AM Msg. 7 of 10 Tim, I starts with a ~10 seconds delay. So the gap is smaller on restarting. Also interesting: It takes up to 10-15 second until all data of complete level II bid and ask is there. No, it's not my internet connection. I did not experience that behaviour with any other datafeed TradeMagic supports Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 DTN Market Access, LLC.	Posted: Sep 17, 2004 01:14 PM Msg. 8 of 10 I'm looking at the output of IQFeed Level 2) (localhost, port 9200), and comparing it with the input/output from our Level 2 server. I've been watching this for the past 10 minutes or so, and can't see any significant delay between when the server sends it out and when IQFeed forwards it on. Looking at behavior of the level 2 server, it doesn't look like the backup is there, either. If you telnet directly to the Level 2 port in IQFeed and watch the symbol, do you still see the same behavior? I'm just trying to rule everything out here. Tim Russell Software Engineer DTN IQ & FinWin
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 17, 2004 01:18 PM Msg. 9 of 10 Tim, Thanks for suggestion. Let me try here. I'll keep you posted. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 22, 2004 09:32 AM Msg. 10 of 10 Issue resolved. It has been a problem in my code. For anybodys curiosity : Instead of summitting "wMSFT\r\n" I sent "wMSFT\r\n\0": an additional null byte. Somehow that causes the throttling on IQFeed's end. Funny. This effect is reproducable with a simple app. Anyway: Problem was on my end and now is resolved. Thanks for help. Dierk Droth www.trademagic.net TradeMagic - Trading at its best