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Hello,
*ALL* tick-by-tick feeds suffer from delays with recent market activity.
See - tradestation users experiencing 10-15 sec delays
http://www.elitetrader.com/vb/showthread.php?s=&threadid=141529&highlight=iqfeed
(IQFeed mentioned also in that thread)
eSignal lagging too:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=137050&highlight=iqfeed
And the reason is internet capacity. Face it. With sky-rocketing trading activity the
infrastructure growth is lagging.
Did you guys read that:
>> > > >> 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).
Your internet connection can *easily* be saturated with market activity nowadays.
Now you can easily calculate bandwidth required by IQFeed to fulfill all requests.
If there were 1000 clients each one requesting 500 highly active symbols they would need to stream
50GBps (gigabits per second).
Now calculate the costs, assuming that you are saturating only 5Mbps each day
you end up with 25 trading days * 8 hours * 3600 seconds per day * 5 Mbps
= 450 GB per month of transfer. No one is going to deliver you that much data at the price you pay currently.
It is inevitable that they must throttle users bandwidth otherwise they would not pay their bills.
You guys need to trim down your expectations for what you can get for what you pay for the feed.
Either you are going for tick-by-tick feed and then requirements for bandwidth are huge
considering market activity today and/or expect delays due to saturation of feed,
or you go for non-tick-by-tick feed that sends periodic snapshots like Interactive Brokers
at constant pace regardless of market activity and you are not worried about the delays.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "przemyslawuk" <przemyslawuk@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, December 08, 2008 12:35 AM
Subject: [amibroker] Re: delays on iqfeed?
> Hi,
> I have exactly the same problem. I t very frustrating to watch my
> charts moving, updating for 3 minutes after market close !!!
> And it is with 4 symbols only.
> I don't think the delay is AB fault (although I get a lot of problems
> with real time data feed which are definitively AB problems).
> I had IQfeed subscription to AB data feed and because of that delay
> I decided to switch to QuoteTracker data feed from IQFeed and I still
> get that delay, even with only one symbol streaming.
> You can try it yourself, QT is free and will work with AB data feed.
> Add one symbol to the portfolio and at the end of the day you will get
> that delay. In my case it actually works well until lunch and then the
> delay starts increasing.
>
> I was bombarding IQFeed with emails but they obviously say it is AB
> or my internet connection. I tryied with 3 different internet links
> and still the same problems. So it is IQFeed.
> It was working fine before this volatility came to the markets and
> whats irritating is that the problem doesn't go away on the "quiet"
> days now.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx> wrote:
>>
>> TJ is. Why?
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" <domantas.rudys@>
>> wrote:
>> >
>> > who is developing IQFeeD plugin for AB?
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>> > wrote:
>> > >
>> > > You can also backfill after market close. And no, it is not AB
>> > fault or bug.
>> > > AmiBroker just displays what it receives from data source.
>> > > Data quality is solely dependent on data vendor.
>> > >
>> > > Best regards,
>> > > Tomasz Janeczko
>> > > amibroker.com
>> > > ----- Original Message -----
>> > > From: "gsmservplus" <domantas.rudys@>
>> > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > Sent: Sunday, December 07, 2008 3:14 PM
>> > > Subject: [amibroker] Re: delays on iqfeed?
>> > >
>> > >
>> > > >
>> > > > tomasz,
>> > > >
>> > > > not everybody can do backfill before market open.i switch on my
>> > pc at
>> > > > 12 ET and i`ve got 200 ticker in my database. so, is it only
>> > chance
>> > > > to solve this problem to do like you said?
>> > > > and one more question.is it AB fault? because IQfeed cust serv
>> > said
>> > > > is everything alright from they side.
>> > > > any chance to fix it in the future if its AB bug?because it is
>> > > > nightmare, i f***d my database last thursday doing backfill like
>> > you
>> > > > said through AA explore and wait for backfill ticked,but at 12
>> > > > ET.half of my database was with a wrong data.and even when i try
>> > to
>> > > > backfill it today wrong data stays.only "force to backfill" could
>> > > > help me.lost half a day to fix my database.
>> > > > thanks for your time
>> > > >
>> > > >
>> > > >
>> > > >
>> > > >
>> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>> > > > wrote:
>> > > >>
>> > > >> 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@>
>> > > >> 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@>
>> > > >> > 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
>> > > >> >> >
>> > > >> >>
>> > > >> >
>> > > >> >
>> > > >> >
>> > > >> > ------------------------------------
>> > > >> >
>> > > >> > **** IMPORTANT ****
>> > > >> > This group is for the discussion between users only.
>> > > >> > This is *NOT* technical support channel.
>> > > >> >
>> > > >> > *********************
>> > > >> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
>> > > > directly to
>> > > >> > SUPPORT {at} amibroker.com
>> > > >> > *********************
>> > > >> >
>> > > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check
>> > DEVLOG:
>> > > >> > http://www.amibroker.com/devlog/
>> > > >> >
>> > > >> > For other support material please check also:
>> > > >> > http://www.amibroker.com/support.html
>> > > >> >
>> > > >> > *********************************
>> > > >> > Yahoo! Groups Links
>> > > >> >
>> > > >> >
>> > > >> >
>> > > >>
>> > > >
>> > > >
>> > > >
>> > > > ------------------------------------
>> > > >
>> > > > **** IMPORTANT ****
>> > > > This group is for the discussion between users only.
>> > > > This is *NOT* technical support channel.
>> > > >
>> > > > *********************
>> > > > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
>> > directly to
>> > > > SUPPORT {at} amibroker.com
>> > > > *********************
>> > > >
>> > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > > > http://www.amibroker.com/devlog/
>> > > >
>> > > > For other support material please check also:
>> > > > http://www.amibroker.com/support.html
>> > > >
>> > > > *********************************
>> > > > Yahoo! Groups Links
>> > > >
>> > > >
>> > > >
>> > >
>> >
>>
>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> *********************
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> *********************************
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
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