I'm developing an IQFeed interface for my app to request historical intraday data, basing it on the "history" example provided. I have not probed too deeply yet, but it appears on the surface that I can make only one request for historical data at a time.

In other words, if I need data for 5 tickers, can I blow out 5 RequestHistories at once, or do I need to do them serially, waiting for the data each time before requesting the next? The absence of handles, requestID's, or other referencing passed back when a request is made suggests the latter.

Any hope for processing multiple history requests simultaneously? If so, can you point me in the right direction?

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Michael S Bielinski

Michael,

You can perform simultaneous requests if you spawn separate threads. Each thread should connect to port 9100 and will only receive data that was asked for within the scope of that thread. I've had as many as 15-20 threads hitting IQConnect with no problems (would advise using TCP). The only caveat: IQConnect does not detect a TCP disconnect properly - if you create threads as needed to request data IQConnect will eventually crash when it reaches ~2000 prior connections. You may be able to paste 10 or so history ActiveX controls into your application and avoid the disconnect issue, but then you lose the benefit of a compartmentalized thread.

Regards,

Ted
Edited by tadams on Jul 20, 2004 at 08:49 AM