Hello,

I'm regularly seeing large delays when comparing T timestamp messages to my local clock, which is frequently synced. By "large" delay I mean anything over 10 secs, but I've seen as large as > 45 secs. I had my ATS set to restart if lag was > 10 secs, but that occurred 3 times just in the first 1.5 hours of trading on Monday so I've had to shut that off. I have two IQFeed accounts that I run concurrently on two different machines and they both experience the same issue simultaneously.

My internet connection is 150 down / 65 up Mbps and I have i7-950 / i7-3930 in the two machines. My accounts watch 500 / 1000 symbols respectively, but I think that should be plenty of hardware to keep up with the feed. That is, unless of course I'm doing something silly in my code, but my thread that reads the live socket doesn't do any work other than offloading "Q" messages to tick queues and updating a timestamp variable with "T" messages.

Could someone please help me troubleshoot this in order to pinpoint the bottleneck? Or is this type of delay not atypical during high volume periods?

Thanks

You shouldn't be seeing any delay. Please right-click on the IQFeed connection manager in the system tray and select 'Support' and then click on 'Launch Diagnostics'; the tab labeled 'Client Stats' in the diagnostics application can tell you how much data is currently queued up. If the 'KB Queued' column for your connection is greater than zero that indicates that data has arrived and has been processed by IQFeed but is waiting for your application to have space available in the socket buffer to receive it.

Hopefully that will help you pinpoint the problem. Please let me know either way so that we can quickly resolve any issues that you may have with IQFeed.

Thanks,

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Nathan W. Bartsch - Senior Software Engineer - Telvent DTN

Nathan,

Appreciate the response. This afternoon I closely monitored my latency and 'KB Queued'. Despite many periods with latency in excess of 10 seconds (a couple of which were sustained at > 30s), my 'KB Queued' stat did not budge from 0.00 a single time. Also, my CPU and network utilization never threatens to go above 1%. Finally, for whatever this is worth, I am using the same methodology to measure latency against timestamp requests from Interactive Brokers and I'm not having any issues there. What do we try next?

Thanks again for getting back.

Please send me a private message with your login ID so that I can monitor your connection. None of our quote servers had any latency exceeding one second yesterday so we'll need to troubleshoot where the problem is occurring with your connection.

Thanks,

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Nathan W. Bartsch - Senior Software Engineer - Telvent DTN