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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »help wanted to workaround the broken real time feed from 148 servers
Author Topic: help wanted to workaround the broken real time feed from 148 servers (3 messages, Page 1 of 1)

wmillows
-DTN Evangelist-
Posts: 116
Joined: Jul 14, 2004


Posted: Aug 2, 2007 12:15 PM          Msg. 1 of 3
Hi Steve,

Could you please help to figure out the workaround for the broken real time feed from 148 servers? I found out three types of errors:
1) not found returned.
2) real time feed arrived late
3) returns corrupted messages like
F,NDY XG,C,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,n,,,,,,,,,,,,,,,,
P,NDY XG,C,,,,,,,,,,,,,,,,,,,,,,,n,,,,,07/31/2007,,,,,,,,,,,,,,,,12,2,,,,,,,,1,,,,,,,

I can easily work around 1 & 2. But I am having difficulties to figure out workaround for 3. It seems IQFeed got stuck somewhere, once it happened, the symbol will not be updated. The only way I found out is to disconnect & reconnect to IQFeed. Since 148 servers return the corrupted messages quite often, the reconnection to IQFeed is fairly frequent. Somehow, this process causes IQFeed Client to crash.

Could you please help so that I can get the data feed behind & go back focusing on trading?

Thx

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Aug 2, 2007 04:14 PM          Msg. 2 of 3
Well, a simple workaround would be as follows:

Fundamental messages should always contain a Company Name. If that field is blank, you know that the message is not complete.

Summary and Update messages should always contain a "Last" value.

If either field is not populated, then you know the data is bad and can handle it.



As for diagnosing the issue and geting it resolved, we will have to figure out the conditions for which it occurs.
Are there any patterns to when it occurs(Time of day, options only, equities, futures)?
Does it happen if you reduce the number of symbols you are watching or if you slowdown your requests to the server?

Any extra information you can provide will help in getting this resolved.

Neil Brennan
-Interested User-
Posts: 38
Joined: Apr 13, 2007


Posted: Aug 2, 2007 09:11 PM          Msg. 3 of 3
Hi wmillows,

I know that you're working with options, but for streaming security data IQFeed has a long-standing bug where once data for a symbol becomes corrupt, you need to unwatch and rewatch the symbol before you can receive uncorrupted data. If you have not tried that, it may work for you in this case.

DTN maintain that both the initial and continued corruption should no longer happen on the new servers. The following is a discussion on this point from a couple of months ago: http://forums.dtniq.com/index.cfm?page=topic&topicID=1620

Regards,

Neil
 

 

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