It appears that I'm seeing a large number of duplicate messages. Here's a snip of IQconnect log file:

Q,QQQQ,F,42.1200,0.14,0.003334921,22554938,200,42.2200,41.9300,42.1200,42.1300,9700,183700,,173,0.29,10:14b,,42.0400,41.9800,0.01,,,,t,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747803542,0.,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13178,,,42.0531,,N,
R,QQQQ,PSE,42.1200,5200,10:14,42.1300,183700,10:14,14,4,
R,QQQQ,NMS,42.1200,9700,10:14,42.1300,99900,10:14,14,4,
Q,QQQQ,F,42.1200,0.14,0.003334921,22554938,200,42.2200,41.9300,42.1200,42.1300,11700,183700,,173,0.29,10:14b,,42.0400,41.9800,0.01,,,,t,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747803542,0.,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13178,,,42.0531,,N,
R,QQQQ,PSE,42.1200,5200,10:14,42.1300,183700,10:14,14,4,
R,QQQQ,NMS,42.1200,11700,10:14,42.1300,99900,10:14,14,4,
Q,QQQQ,F,42.1200,0.14,0.003334921,22554938,200,42.2200,41.9300,42.1200,42.1300,12700,183700,,173,0.29,10:14b,,42.0400,41.9800,0.01,,,,t,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747803542,0.,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13178,,,42.0531,,N,
R,QQQQ,PSE,42.1200,5200,10:14,42.1300,183700,10:14,14,4,
R,QQQQ,NMS,42.1200,12700,10:14,42.1300,99900,10:14,14,4,
Q,QQQQ,F,42.1200,0.14,0.003334921,22554938,200,42.2200,41.9300,42.1200,42.1300,14700,183700,,173,0.29,10:14b,,42.0400,41.9800,0.01,,,,t,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747803542,0.,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13178,,,42.0531,,N,
R,QQQQ,PSE,42.1200,5200,10:14,42.1300,183700,10:14,14,4,
R,QQQQ,NMS,42.1200,14700,10:14,42.1300,99900,10:14,14,4,

The 4 regional quotes coming from PSE appear to be the same.

Also seeing some regionals with 0 for price and or size. Examples are the first two from CSE

Q,QQQQ,F,42.1200,0.14,0.003334921,22553438,837,42.2200,41.9300,42.1100,42.1200,333800,1500,,173,0.29,10:14b,,42.0400,41.9800,0.01,,,,c,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747820314,0.,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13175,,,42.0531,,N,
R,QQQQ,CSE,0,0,10:14,0,0,10:14,14,4,
R,QQQQ,PSE,42.1100,333800,10:14,42.1200,1500,10:14,14,4,
Q,QQQQ,F,42.1200,0.14,0.003334921,22553438,837,42.2200,41.9300,42.1200,42.1200,15700,1500,,173,0.29,10:14b,,42.0400,41.9800,0.,,,,c,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747820314,0.01,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13175,,,42.0531,,N,
R,QQQQ,CSE,42.1200,15700,10:14,0,0,10:14,14,4,
R,QQQQ,PSE,42.1100,333800,10:14,42.1200,1500,10:14,14,4,
Q,QQQQ,F,42.1200,0.14,0.003334921,22553438,837,42.2200,41.9300,42.1200,42.1200,15700,1500,,173,0.29,10:14o,,42.0400,41.9800,0.,,,,c,N,,,,04/04/2006,,42.1200,,,,0.14,0,,-0.747820314,0.01,0.,0.08,1,0.00688509,23397660.,14,4,,80733294,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,13175,,,42.0531,,N,
R,QQQQ,CSE,42.1200,15700,10:14,42.1300,173300,10:14,14,4,

Should I have posted this in the Data and Content Support section?

Sorry for the delay on this Ned. I thought I had already responded. I hadn't been able to duplicate this last week when you reported it and we haven't recieved any other reports on it.

Since you are following up on this I'd guess i is safe to assume you are still having problems, correct?

I will look into this again later this morning to see if I can see what you are experiencing. Is there anything special as to how you are retrieving the data or sending the requests?

I don't think I'm doing anything special. Watching 60 tickers which I submit one at a time with a 60ms delay between them. Then I enable regionals for QQQQ, SPY, DIA.

I started looking at my apps performance during periods of heavy load (1000+ messages per second) which is when I noticed these entries.

BTW, I notice a pattern. If the BBO is on two different regional exchanges, when there is a Q message, it is often followed by two R messages. Usually only one of the R messages show a change from the prior.

Has there been any progress on this issue?

Ned and I have been working via email on this issue.

There has been quite a bit of progress. Here is the current status concerning regional messages (copy/paste from an email).

When you are watching regionals for a symbol, there are 2 different types of messages that are coming in from the server. There are the normal quote messages that you would receive anyway if you werent watching regionals and there are the individual Regional Messages.

When the normal quote messages are not trades (either a bid or an ask), a set of regional messages is generated. This comes through IQFeed as:

Q,SYMBOL,etc <---- Q message of type "b" or "a" (determined in the
Time field)
R,SYMBOL,EXCH,etc <---- Current Best Bid
R,SYMBOL,EXCH,ext <---- Current Best Ask

This always happens anytime the Best Bid and the Best Ask are on different exchanges (only one R message is sent if the Best bid and Best ask are on the same exchange). If only the Bid has actually changed in the Quote message, the Ask message is still sent. This is the way the system was designed and as such it is working as intended so it isnt a "bug".

When the server just sends a Regional message to IQFeed (a message you will only get when Regionals are turned on). This is sent through in the following form from IQFeed.

Q,SYMBOL,etc <---- Q message of type "o"
R,SYMBOL,EXCH,etc <---- Updated Best Bid/Ask for this exchange

It is possible for more than one regional message to come through at a time in which the format would be:

Q,SYMBOL,etc <---- Q message of type "o"
R,SYMBOL,EXCH,etc <---- Updated Best Bid/Ask for the first exchange
R,SYMBOL,EXCH,etc <---- Updated Best Bid/Ask for the next exchange

There would be one R message for each reginal message sent from the server.

This is also the intended format for these messages.

Now, with that said. I can see 2 places in this format where duplicate messages can exist. In the first type of message from the server, there is Always a best bid AND a best ask message sent by IQFeed even if one or the other hasn't changed. And in the sencond message type, the Q message is being created by IQFeed. If more than one regional message come through which are not seperated by a normal quote message, within the same minute, Identical Q messages are going to be generated (if the minute changes, the Q messages would be identicle except for the time).

These duplicate messages are not generating more Internet Bandwidth since they are populated by IQFeed However I can see how they would require extra unneeded processing by an application.



With that said, it appears there also might be something else going on that is also causing some groups of messages to be sent twice by IQFeed when watching regionals but I havent been able to track down exactly what is causing it. We have been working on methods of speeding up the message processing within IQFeed for both historical and quote data.

Steve & I have been working on this via email.

One thing I think we agreed upon is that Q messages with a type 'o', don't convey any new information from the prior Q message with a type of 't', 'b' or 'a'. In particular, watching regionals for QQQQ can generate up to several hundred 'o' type messages per second.

We also pondered whether eliminating the 'o' type messages would "break" other developers code.

Any other developers care to share an opinion on supressing the 'o' type messages?