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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Regional quotes on no change

Author	Topic: Regional quotes on no change (12 messages, Page 1 of 1)
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 17, 2010 01:37 AM Msg. 1 of 12 I am pretty sure this is a result of 4.7.0.9, as since then the amount of data processed seems to have risen significantly (2-3x). I seem to be getting regional quotes for a market center, and then within a few regional quotes, the exact same regional quote again. As of now almost all of my IQFEED->Application communications are being consumed by regional updates that do not convey any new data, and I know it was not this bad before I upgraded. Thanks
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 17, 2010 08:38 AM Msg. 2 of 12 I am looking into this. Any information you can provide will be helpful. Have you downgraded back to the 4.6 and seen the issue go away? How many regional symbols are you watching (a symbol list would be best)? Can you quantify the number of updates you receive on 4.6 versus 4.7? Can you give me an example where you are seeing duplication? Thanks,
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 17, 2010 09:03 AM Msg. 3 of 12 I have not yet had a chance to downgrade, but the big giveaway that led me down this path was the amount of data sent from IQFeed to my application. Usually it is around ~10-20gb, with at most ~29gb on a very high volume day. Yesterday ( I upgraded over the weekend) it was ~77gb. The amount of total data sent over the internet connection was the same, however, at around ~3.7gb. This is a log snippet. The time in front is the time the message was received by my application. It is almost like it is resending the entire regional table every time anything changes. Quote: 20100217T145523.207862>R,INTC,PSE,20.8000,16200,09:55:10,20.8100,17300,09:55:10,14,4,5, 20100217T145523.207862>R,INTC,PHLX,20.6000,2000,09:55:10,20.9500,1000,09:55:10,14,4,8, 20100217T145523.207862>R,INTC,,20.8000,1700,09:55:10,20.8100,700,09:55:10,14,4,10, 20100217T145523.207862>R,INTC,,20.8000,11800,09:55:10,20.8100,6700,09:55:10,14,4,11, 20100217T145523.207862>R,INTC,,20.8000,2400,09:55:10,20.8100,1400,09:55:10,14,4,12, 20100217T145523.207862>R,INTC,,20.7900,200,09:55:10,20.8200,100,09:55:10,14,4,13, 20100217T145523.207862>R,INTC,,20.8000,100,09:55:10,20.8100,1600,09:55:10,14,4,15, 20100217T145523.207862>R,INTC,,20.8000,3900,09:55:10,20.8100,4300,09:55:10,14,4,16, 20100217T145523.207862>R,INTC,,20.8000,9400,09:55:10,20.8100,6000,09:55:10,14,4,18, 20100217T145523.207862>Q,INTC,20.8000,6413526,100,20.8000,20.8100,17400,17300,09:55:10b,t, 20100217T145523.207862>R,INTC,PSE,20.8000,17400,09:55:10,20.8100,17300,09:55:10,14,4,5, 20100217T145523.207862>R,INTC,PHLX,20.6000,2000,09:55:10,20.9500,1000,09:55:10,14,4,8, 20100217T145523.208350>R,INTC,,20.8000,1700,09:55:10,20.8100,700,09:55:10,14,4,10, 20100217T145523.208350>R,INTC,,20.8000,11800,09:55:10,20.8100,6700,09:55:10,14,4,11, 20100217T145523.208350>R,INTC,,20.8000,2400,09:55:10,20.8100,1400,09:55:10,14,4,12, 20100217T145523.208350>R,INTC,,20.7900,200,09:55:10,20.8200,100,09:55:10,14,4,13, 20100217T145523.208350>R,INTC,,20.8000,100,09:55:10,20.8100,1600,09:55:10,14,4,15, 20100217T145523.208350>R,INTC,,20.8000,3900,09:55:10,20.8100,4300,09:55:10,14,4,16, 20100217T145523.208350>R,INTC,,20.8000,9400,09:55:10,20.8100,6000,09:55:10,14,4,18, 20100217T145523.208350>Q,INTC,20.8000,6413526,100,20.8000,20.8100,17400,17200,09:55:10b,t, 20100217T145523.208350>R,INTC,PSE,20.8000,17400,09:55:10,20.8100,17200,09:55:10,14,4,5, 20100217T145523.208350>R,INTC,PHLX,20.6000,2000,09:55:10,20.9500,1000,09:55:10,14,4,8, 20100217T145523.208350>R,INTC,,20.8000,1700,09:55:10,20.8100,700,09:55:10,14,4,10, 20100217T145523.208350>R,INTC,,20.8000,11800,09:55:10,20.8100,6700,09:55:10,14,4,11, 20100217T145523.208350>R,INTC,,20.8000,2400,09:55:10,20.8100,1400,09:55:10,14,4,12, 20100217T145523.208350>R,INTC,,20.7900,200,09:55:10,20.8200,100,09:55:10,14,4,13, 20100217T145523.208350>R,INTC,,20.8000,100,09:55:10,20.8100,1600,09:55:10,14,4,15, 20100217T145523.208350>R,INTC,,20.8000,3900,09:55:10,20.8100,4300,09:55:10,14,4,16, 20100217T145523.208350>R,INTC,,20.8000,9400,09:55:10,20.8100,6000,09:55:10,14,4,18, 20100217T145523.208350>R,INTC,PSE,20.8000,17400,09:55:10,20.8100,17200,09:55:10,14,4,5, 20100217T145523.208350>R,INTC,PHLX,20.6000,2000,09:55:10,20.9500,1000,09:55:10,14,4,8, 20100217T145523.208350>R,INTC,,20.8000,1700,09:55:10,20.8100,700,09:55:10,14,4,10, 20100217T145523.208350>R,INTC,,20.8000,11800,09:55:10,20.8100,6700,09:55:10,14,4,11, 20100217T145523.208350>R,INTC,,20.8000,2400,09:55:10,20.8100,1400,09:55:10,14,4,12, 20100217T145523.208350>R,INTC,,20.7900,200,09:55:10,20.8200,100,09:55:10,14,4,13, 20100217T145523.208350>R,INTC,,20.8000,100,09:55:10,20.8100,1600,09:55:10,14,4,15, 20100217T145523.208350>R,INTC,,20.8000,3900,09:55:10,20.8100,4300,09:55:10,14,4,16, 20100217T145523.208350>R,INTC,,20.8000,9400,09:55:10,20.8100,5900,09:55:10,14,4,18, Regional quotes are turned on for: Quote: MMM ADBE ANF AES AET AMD A AFL ACS AKS APD ABT ARG AKAM AYE AA ALL AGN ATI AMZN MO AEP AEE AXP AIG ABC AMT AMP AMGN APH APC ADI APA ALTR AIV APOL AAPL AMAT ADM AIZ T ADSK ADP AN AZO AVB AVY AVP BHI BLL BAC BCR BAX BBT BDX BBBY BMS BBY BIG BJS BIIB BDK HRB BMC BXP BA BSX BNI BRCM BMY CA COG CPB COF CAH CFN CCL CBG CELG CBS CNP CEPH CHRW CF CHK CAM CVX CME CB CIEN CI CAT CINF CTAS CSCO CTL CTXS C CLX CMS COH KO CCE CTSH CL CMCSA CMA CSC CPWR CAG COP ED CNX STZ CEG CVG GLW COST CVH CSX CMI CVS DHR DRI DVA DF DE DELL DNR XRAY DVN DTV DO DFS D RRD DOV DOW DV DPS DTE DUK DNB DD DYN ETFC EMN EK ETN EBAY ECL EIX EP ERTS EMR EMC ESV EOG EQT EFX ETR EQR EL EXPE EXC EXPD ESRX XOM FDO FAST FII FDX FIS FITB FHN FE FISV FLIR FLS FMC FTI FLR FRX F FO FPL FCX FTR BEN GME GCI GPS GD GE GIS GNW GPC GENZ GILD GS GR GT GOOG GWW HAL HOG HAR HRS HIG HAS HCP HCN HNZ HSY HES HD HPQ DHI HON HRL HSP HST HCBK HUM HBAN ITW RX TEG ICE INTC IPG IBM IFF IGT IP INTU ISRG IRM JBL JEC ITT IVZ JNS JDSU JCI JNJ JPM JNPR KBH K KEY KMB KIM KG KLAC KSS KFT KR LLL LH LM LEG LEN LXK LUK LIFE LLY LTD LNC LLTC LMT L LOW LO LSI M MTB MRO MMC MI MAS MAR MEE MA MAT MFE MBI MKC MCD MHP MCK MWV MHS MDT WFR MRK MDP MET PCS MCHP MU MIL MSFT MOLX TAP MWW MCO MON MOT MUR MS MYL NBR NDAQ NOV NSM NTAP NYT NWL NEM NWSA NKE GAS NI NBL JWN NSC NU NTRS NOVL NOC NUE NVDA NVLS NYX ORLY OXY ODP OMC ORCL OI PCAR PTV PLL PH PDCO PAYX BTU JCP PBCT POM PBG PKI PEP PFE PCG PM PXD PNW PBI PNC RL PPL PPG PX PCP PCL PFG PG PGN PGR PLD PRU PEG PHM QLGC PSA QCOM DGX PWR STR Q RSH RRC RTN RHT RF RSG RHI RAI ROK COL RDC R SWY SNDK SLE CRM SCG SLB SCHW SHLD SEE SHW SIAL SRE SNI SLM SPG SJM SNA SII LUV SO SWN SE S STJ SWK SPLS SBUX HOT STT SRCL SYK SUN STI SVU SYY SYMC TROW TE TGT TLAB THC TSO TER TDC TXN TXT BK TMO TIF TWC TWX TIE TJX TMK TRV TSN TSS UNH UNP UPS USB UNM VFC UTX VAR VIA VLO VMC VNO VRSN VTR WAG VZ WAT WEC WDC WFMI WFC WHR WLP WIN WMB WM WPI WPO WMT WU WY WYN WYE WYNN X XEL XLNX XL XTO XRX YUM YHOO ZION ZMH ACV CERN CHD DEO DIS HBC HSIC JOYG MICC PBE PBR RIG SY V LVS MGM MRVL FSLR BKS SPWRA AONE DAL STP MT TM POT NFLX BKC DRYS XLF FAZ FAS XLE SDS SSO XLV XLB XLK XLI XLU QQQQ SPY VXX VXZ UNG USO DBO UGA UHN DDP SGG DGL SRS SLV GDX IAU GLD
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 17, 2010 11:10 AM Msg. 4 of 12 I have verified this. Unfortunately at this point, I don't think there is a workaround other than simply using version 4.6 for apps that use regional data.
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 17, 2010 02:34 PM Msg. 5 of 12 If IQFeed gets overloaded does it start dropping data or does it eventually catch up? (While my application can handle the data, do I need to worry about IQFeed getting saturated trying to generate that many regional quotes? Right now it is trying to push 6-7 MB/S peak over one connection).
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 17, 2010 02:44 PM Msg. 6 of 12 If IQConnect is unable to send data to the client app (your app), it will be queued within IQConnect (on your local machine). However, if IQConnect is unable to read data from the server, the server will eventually drop data (it will queue a small amount first but will drop data after a threshold is met) to make sure your connection does not adversly affect other clients connected. IQConnect will prioritize reading data from the server over sending data to a client in order to reduce the amount of data that gets dropped.
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 17, 2010 02:49 PM Msg. 7 of 12 Is there any way to tell if it is having to drop server data or to up the queue size? It seems to be saturating an entire core which concerns me a bit.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 17, 2010 03:51 PM Msg. 8 of 12 There is not anyway (yet) in the client to know if data has been dropped. However, if IQConnect is consuming the entire CPU (or 100% of a single core) for an extended period of time, then there is a good chance you are dropping data. With this amount of data, you will need a fairly high-end machine to process the feed and more importantly you will need extremely efficient data processing within your app (even normal amount of regional messages being sent). Can you give me an idea of the operating environment you are using (CPU/RAM/OS/Internet connection)?
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 17, 2010 04:01 PM Msg. 9 of 12 Dual Quad Core 2.66ghz, 4gb ram, Windows Server 2008 R2, 6mbit sustained, 12mbit burstable downlink, 1mbit uplink. This usually is not anywhere close to saturated, except for bursts during open/closing. The data processing side of my custom C app has a thread dedicated to decode/dispatch (with the critical sections written mostly using pointer arithmetic) before sending it to other threads for processing.
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Feb 18, 2010 07:34 AM Msg. 10 of 12 I went ahead and downgraded back down to 4.6.1.0 last night just to be on the safe side, which has nicely taken care of the regional spam and the CPU issue.
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Mar 25, 2010 08:30 PM Msg. 11 of 12 Any idea when there might be a beta out with a fix for this? --Thank you
parallelguy -Interested User- Posts: 12 Joined: Feb 17, 2010	Posted: Mar 25, 2010 08:58 PM Msg. 12 of 12 Speaking of which: I found (I believe) another weird oddity, but in 4.6.1.0. Quote: 20100326T014619.822024>R,IAU,PSE,106.0700,4000000,17:13:01,107.5900,400,17:13:01,14,4, 20100326T014619.822024>R,IAU,NMS,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.822024>R,IAU,BSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.822024>R,IAU,CSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.822024>R,IAU,CHX,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.822024>R,IAU,NYSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.822024>R,IAU,PSE,106.0700,4000000,17:13:01,107.5900,400,17:13:01,14,4, 20100326T014619.823000>R,IAU,NMS,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.823000>R,IAU,BSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.823000>R,IAU,CSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.823000>R,IAU,CHX,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.823000>R,IAU,NYSE,0,0,17:13:01,0,0,17:13:01,14,4, 20100326T014619.823000>R,IAU,PSE,106.0700,4000000,17:13:01,107.5900,400,17:13:01,14,4, While 4.6.1.0 behaves correctly the vast majority of the time, it appears that when there starts to be zero bidsz/asksz regional entries, it starts sending them even if no updates have occurred. It is unclear to me if this is the same bug reported earlier in the thread. This only seems to be an issue with some stocks too, not all of them.