mattgundersen
-Interested User-
Posts: 15
Joined: Jun 23, 2015
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Posted: Jan 28, 2019 10:58 AM
Msg. 1 of 4
Hi,
In the last few weeks I've noticed history requests can take a long time to fill. It is intermittent, it is only during market hours, perhaps during times of high transactions.
When my app starts I request the following. When things are working 'normally' all requests are fullfilled within 5-10 seconds of app start. When requests take a long time to fill, it can take up to 60 seconds, or a request is not fullfilled at all. I'm not seeing any errors when processing messages.
Any ideas why this happens?
Is there a twitter feed or some symbol statistics I can monitor to know when history requests are backlogged?
History: HID,@ESH19,900,30,,,,1,@ESH19-15 History: HID,@ESH19,300,30,,,,1,@ESH19-5 History: HID,@ESH19,1800,90,,,,1,@ESH19-30 History: HID,@ESH19,3600,90,,,,1,@ESH19-60 History: HIT,@ESH19,2000,,,5000,,,1,@ESH19-2000T,,t History: HIT,@ESH19,1000,,,5000,,,1,@ESH19-1000T,,t
Thanks, Matt Gundersen
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jmcstone
-Interested User-
Posts: 5
Joined: Oct 29, 2017
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Posted: Feb 21, 2019 10:22 AM
Msg. 3 of 4
Hello,
Has there been any progress on this issue?
I am having about 50% of my requests fail due to no response from IQFeed.
Initially the program had a timeout of 5 seconds, and after reading this post, I increased it to 120 seconds. Unfortunately, increasing the timeout didn't help - I am still seeing the same failure rate.
Additional behaviour that I have noticed: - When ran over the weekend, when there was no new data being returned - the import ran great with nearly 0 timeouts - If I request large amounts of data for a lot of securities say - the last 10 years of minute data - it doesn't appear to have any problems - When there is no historical data lookup response - subsequent requests on the same socket all meet the same fate - so, I have to close the socket and open a new one
Not sure if this makes any difference; but, I am running the IQFeed client in a Linux docker container.
Here is a sample portion of the IQConnect.txt (I added line numbers to each line) where it fails on line #12 - the request for ACET. It times out and opens a new socket, and tries again on line #25 - where the response is returned immediately.
1 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACAD,20190219,,,1,18, 2 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,2019-02-19,23.7400,22.8100,23.2500,22.9800,1137206,0, 3 18,2019-02-20,23.4100,22.5800,23.0200,22.8200,923336,0, 4 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:15 18,!ENDMSG!, 5 TO CLIENT LookupData 48 2 2019-02-21 15:26:15 18,!ENDMSG!, 6 TO CLIENT Admin 9 1 2019-02-21 15:26:15 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175302.52,380.47,1992.07,315775.64,566.17,3588.36, 7 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:15 HDT,ACC,20190219,,,1,19, 8 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,2019-02-19,45.7900,45.1200,45.1200,45.5800,1121809,0, 9 19,2019-02-20,45.6300,43.0500,45.4000,44.5900,2291901,0, 10 TO CLIENT LookupRequest 48 2 2019-02-21 15:26:16 19,!ENDMSG!, 11 TO CLIENT LookupData 48 2 2019-02-21 15:26:16 19,!ENDMSG!, 12 FROM CLIENT LookupRequest 48 2 2019-02-21 15:26:16 HDT,ACET,20190219,,,1,20, 13 TO CLIENT Admin 9 1 2019-02-21 15:26:16 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175690.00,387.48,1974.04,316459.56,567.49,3555.73, 14 TO CLIENT Admin 9 1 2019-02-21 15:26:17 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,175810.31,120.31,1953.45,316737.44,564.21,3519.30, 15 TO CLIENT Admin 9 1 2019-02-21 15:26:18 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176266.27,455.96,1936.99,317491.14,566.30,3488.91, 16 TO CLIENT Admin 9 1 2019-02-21 15:26:19 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,176729.33,463.06,1920.97,318318.65,569.15,3459.99, 17 TO CLIENT Admin 9 1 2019-02-21 15:26:20 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177000.99,271.67,1903.24,318804.28,568.23,3428.00, 18 TO CLIENT Admin 9 1 2019-02-21 15:26:21 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177334.88,333.89,1886.54,319422.41,568.76,3398.11, 19 TO CLIENT Admin 9 1 2019-02-21 15:26:22 S,STATS,66.112.156.224,60005,500,253,3,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,177676.81,341.93,1870.28,320007.53,568.92,3368.50, 20 STATUS Information 9 0 2019-02-21 15:26:23 LOOKUP SOCKET ACCEPTED 3 - 21 TO CLIENT Admin 9 1 2019-02-21 15:26:23 S,STATS,66.112.156.224,60005,500,253,4,0,1,4,Feb 21 3:24PM,Feb 21 10:26AM,Connected,6.0.1.1,412013,178195.88,519.08,1856.21,320907.01,572.39,3342.78, 22 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 S,SET PROTOCOL,6.0 23 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0 24 TO CLIENT LookupData 49 3 2019-02-21 15:26:23 S,CURRENT PROTOCOL,6.0 25 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:23 HDT,ACET,20190219,,,1,21, 26 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,2019-02-19,1.1000,1.0300,1.0300,1.0300,388158,0, 27 21,2019-02-20,0.8100,0.3450,0.3795,0.3531,19447377,0, 28 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 21,!ENDMSG!, 29 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 21,!ENDMSG!, 30 FROM CLIENT LookupRequest 49 3 2019-02-21 15:26:24 HDT,ACGL,20190219,,,1,22, 31 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,2019-02-19,32.1500,31.3100,31.4600,32.0700,1228392,0, 32 22,2019-02-20,32.3500,31.9700,32.1000,32.3000,1011966,0, 33 TO CLIENT LookupRequest 49 3 2019-02-21 15:26:24 22,!ENDMSG!, 34 TO CLIENT LookupData 49 3 2019-02-21 15:26:24 22,!ENDMSG!,
Let me know if there is any additional diagnostic data that would help you out - I would be more than willing to help!!
Regards, Jeff
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