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 Post subject: IQ Feed Problem
PostPosted: Thu Jan 23, 2014 4:19 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 236
Hi,

I am importing real-time data using IQFeed and recording Trade, Quote and Market Depth for several markets.

IQFeed is disconnecting intermittently. I have contacted IQFeed and they have diagnosed the problem and believe it is a problem with OQ being unable to handle the volume of data resulting in IQConnect buffering. When the buffer reaches a certain size it shuts down. Is there anyway to increase the speed at which OQ records data or any other way aside from recording less data to resolve this problem.


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 Post subject: Re: IQ Feed Problem
PostPosted: Thu Jan 23, 2014 4:23 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Do you know the amount of data you are trying to record? Data load? Events per second or so?


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 Post subject: Re: IQ Feed Problem
PostPosted: Thu Jan 23, 2014 5:08 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

We are collecting realtime data from IQFeed for 1300 contracts without any problem.
Also, data capture window processes the data in separate thread and there should not be a delay.

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SmartQuant Development Team


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 Post subject: Re: IQ Feed Problem
PostPosted: Fri Jan 24, 2014 11:26 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 236
Trying to recreate the issue.

Looks like events per second peak at around 2000 events per second in the morning (will be alot higher in the afternoon) . IQConnect was using about 130, 000k memory when i last looked IQFeed said it should be around 30,000k

IQFeed did say that it appeared we were logging into IQDemo (not sure why since it is not a demo account) and they would prefer us to be logged into IQLink which is more stable.

Also it led to the error:

Faulting application name: OpenQuant.exe, version: 3.8.0.0, time stamp: 0x51b9bb8f
Faulting module name: KERNELBASE.dll, version: 6.1.7601.18015, time stamp: 0x50b83c8a
Exception code: 0xe0434352
Fault offset: 0x0000c41f
Faulting process id: 0x8a4
Faulting application start time: 0x01cf0fc638f29b9d
Faulting application path: C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\OpenQuant.exe
Faulting module path: C:\Windows\syswow64\KERNELBASE.dll
Report Id: e32d4bdb-8466-11e3-8ff1-001f29008fa0

Alexei, you are welcome to step on to the machine if you wish, to see if you can detect any reasons for this problem.


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 Post subject: Re: IQ Feed Problem
PostPosted: Fri Jan 24, 2014 2:17 pm 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

I see that you are using old version of OpenQuant.
Since that time (June, 2013) there were some updates of IQFeed plugin.
For a start, try to use the latest version of the program.
On our server, IQConnect.exe takes 80M of the memory in "normal" situation, 220 in peak,
2000 events per second is a regular workload - periodically, it achieves ~30K.

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SmartQuant Development Team


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 Post subject: Re: IQ Feed Problem
PostPosted: Mon Jan 27, 2014 4:01 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 236
Thanks Alexei,

I have updated OQ 3.8 with the IQFeed plugin from 3.9.2.

Is there a theoretical or observed max that you have found?

Acheived a peak of 180k this morning. Which is quite high I assume.


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 Post subject: Re: IQ Feed Problem
PostPosted: Mon Jan 27, 2014 4:57 pm 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

I dont know theoretical maximum of the memory usage of IQConnect.
As I said above, on our server, it takes around 220MB in peak.

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SmartQuant Development Team


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