Hello,

Today in the morning during extended trading period, when I registered with IQFeed 1799 symbols, not all of them got a summary message 'P' in response. Some of the symbols didn't recieve any:
BPOPN
CVGI
EXFO
FBCM
TAGS
TUES
TUNE
(Yes, I am quite sure that I have indeed sent registration messages 'wSYMBOL')
However, if I connected to IQFeed once more with another connection and sent eg 'wTUNE', the summary message arrived on both connections. Eventually the summary messages did arrive on their own, but it took up to 30 minutes.

Hello, was this morning the first time you experienced a problem (has it worked for you previously)?

It sounds like the connection to the server dropped some data.

If this is the first time this has been a problem, it is hard to tell what caused it. Maybe a temporary network problem between you and the server? Maybe a temporary lack of processing resources on your computer (something else going on at the same time on the PC)?

If this is a regular occurance, the easiest solution to this is most likely going to be to slow down the requests to the server a bit to reduce the amount of data being sent at one time.

Apparently the same also happens during the main trading period.

> was this morning the first time you experienced a problem (has it worked for you previously)?
Yes, it's the first time.

> Maybe a temporary network problem between you and the server? Maybe a temporary lack of processing resources on your computer (something else going on at the same time on the PC)?

The problem is reproducible, so it is not a temporary network problem. I would also rule out insufficient CPU resources as IQFeed is using < 10% of cpu at the moment.

Yes, it would make sense that it happens during the market hours as well if it is happening during premarket. There is certainly going to me more data being sent during the initial watch since you will be recieveing update messages in addition to the initial snapshots.

If this is something you have always checked for (as opposed to it is code that you just changed to check for and are not sure if it has always happened or not) and it just started happening (and considering the info you gave about your CPU usage previously), then the only explanation is some sort of network issue between your computer and the servers.

It doesn't look like you are having problems keeping up with the feed after the initial snapshot of data so it would seem that the initial Burst is causing problems for whatever piece of hardware along the way that is having issues.

At this point, I would recommend just slowing down the initial watches a bit (maybe try batches of 500 symbols a few seconds apart) and see if that helps (it should).