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Hello,
It was discussed in the past. Correct procedure with IQFeed is
to start before market open, run single scan with "wait for backfill"
turned on. Do this BEFORE market open so IQFeed works faster.
Once all symbols are backfilled and up-to-date you can turn this
check box off and all symbols would stream and kept up-to-date.
Please keep in mind that depending on symbols you use there can
be few hundreds of ticks per second per symbol to be processed,
so if you are tracking say 500 symbols, on high-activity periods
(such as market open) you can receive as many as 50000 updates per second.
Each update is about 100 bytes, so to transfer such amount of data
you need 50000*100 BYTES per second and that is about 50 Mbps,
so 3Mbps internet connection is not enough to keep up with such a stream.
(remember that connection speeds are expressed in BITS per second,
not bytes, and it takes 8 BITS to transfer one byte).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "gsmservplus" <domantas.rudys@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, December 06, 2008 12:09 AM
Subject: [amibroker] Re: delays on iqfeed?
> could we expect any comments about this problem from Tomazs Janeczko?
> thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@xxx>
> wrote:
>>
>> Hi,
>>
>> I too experienced the same 2 problems.
>>
>> As regards to the backfill problem, I resolved it by backfilling
>> through the AA window first, as opposed to manually pacing through
> the
>> symbols: I run a simple exploration with "wait for backfill"
> switched
>> on, on all quotations. Once this is done all quotes are updated and
>> streaming.
>>
>> I have not yet found a solution for the IQFeed delay. All I can say
> is
>> that it appears when there are a considerable number of streaming
>> symbols - if I have 5-10 symbols only which are streaming then the
>> data is fine, but if I run the backfill on all my database (approx
> 450
>> symbols) then I am also experiencing a huge delay.
>>
>> I do not think this delay is due to the connection speed - I am
>> currently putting it down to the processing speed of my PC and am
>> looking to upgrade, but I am not sure this will resolve the problem.
>>
>> I currently work around this by only subscribing to the symbols I
> will
>> be using for the day (by running the above routine I mentioned only
> on
>> a watchlist), then I update all the other symbols at the end of the
>> day in order to stay updated from a historical perspective.
>>
>> hope this helps. Let me know if you find out something else about
> the
>> IQFeed delay :)
>>
>> claude
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" <domantas.rudys@>
>> wrote:
>> >
>> > hello,
>> >
>> > AB 5.20,windows vista,iqfeed client 4.4.0.3,virgin uk broadband
>> > internet provider with up to 3 Mb speed.
>> >
>> > my problem is: when i load my iqfeed data base after some time i
> get
>> > time delays on my stocks, forex ant futures RT data compare with
> my
>> > PC time.every time delays are different from couple secs to over
> the
>> > minute.as longer i`ve got AB and IQfeed opened as bigger delay
> is.but
>> > it happens not always,but very often.IQfeed said is everything
>> > alright with my data and could be problem with software or ISP.
>> > p.s. time difference between IB TWS and my PC time is only couple
> (1-3
>> > sec.)seconds and never changes.
>> >
>> >
>> > another problem is: when i start AB and start go through my
> tickers
>> > to backfill current day data(as i understand it can backfill only
> 5
>> > tickers at the time, so every time when i start AB i`ve got to go
>> > through all my database,i have around 200 tickers database)
> sometimes
>> > some tiskers gives wrong data, i mean, only one very long candle
> for
>> > current with huge volume in hourly chart.after i start "force
>> > backfill"for those wrong ticker it gives right data then.and
> again it
>> > happens not always, but very often. and IQ feed cust.service
> told me
>> > could be problem with AB.
>> >
>> > any ideas about those two problems? thanks
>> >
>>
>
>
>
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