Ariloum
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Posts: 20
Joined: Oct 22, 2014
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Posted: Oct 24, 2015 07:26 AM
Msg. 1 of 9
Hello, I've written a screener which download and update last day candles by downloading historical data, I'm using a few threads connecting to iqfeed client historical data port and if I set it's amount to 100 threads(connections) iqfeed client crushes. It works well with 40 connections thread, but I need more threads to get higher rate for updating speed. I'm using iqfeed client v.5.1.3.1.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 24, 2015 08:06 AM
Msg. 2 of 9
Good morning,
In regards to history, 18 concurrent history requests is the maximum that can be processed at any one time, so you will not be able to pull data across 100 threads without seeing lots of errors I would guess.
That said, there is a patched build that deals with a bug that is probably what you are seeing, I'll email you a link.
Tim
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Ariloum
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Posts: 20
Joined: Oct 22, 2014
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Posted: Oct 26, 2015 10:32 AM
Msg. 3 of 9
Hi Tim, thanx for your input, I tried this patched version and looks like it works fine, need to test it for a few days. http://prntscr.com/8vjlx0Edited by Ariloum on Oct 26, 2015 at 10:32 AM
File Attached: QIP Shot - Screen 2015.10.26 18-28-53.png (downloaded 1628 times)
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 26, 2015 10:35 AM
Msg. 4 of 9
Glad to hear it. Thanks for letting us know.
Tim
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Ariloum
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Posts: 20
Joined: Oct 22, 2014
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Posted: Oct 30, 2015 08:46 AM
Msg. 5 of 9
Sometimes I've too many errors with simultaneous history requests while I'm using 30 connections to historical service port: E,Too many simultaneous history requests.,
Sometimes it's ok and errors are rare, but sometimes I'm getting it very often. Do you have some load balancer on your serverside which dynamically limit connections to historical service?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 30, 2015 08:49 AM
Msg. 6 of 9
Yes, as mentioned above, there is a limit of 15 concurrent connections on pulling data from history. More than that will result in the error you are seeing. In this case, you will simply have to re-request when you have slots available, or limit your active requests to 15.
Tim Edited by DTN_Tim Walter on Oct 30, 2015 at 09:09 AM
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Ariloum
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Posts: 20
Joined: Oct 22, 2014
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Posted: Oct 30, 2015 09:20 AM
Msg. 7 of 9
Did this limit is hardcoded or it's dynamic? Sometimes I'm going pretty well with 30 connections with only a few errors, but sometimes I receive a horde of errors..
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 30, 2015 09:29 AM
Msg. 8 of 9
It is hardcoded, but it is related to how many are actually processing at any one time. Many requests happen in just milliseconds so it can appear that you are processing more than 15 requests with these smaller requests. But, if you did 15 requests for a large amount of tick data and those requests all took 10 seconds each to complete each, then all other requests would fail and return errors.
Tim
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Ariloum
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Posts: 20
Joined: Oct 22, 2014
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Posted: Oct 30, 2015 09:36 AM
Msg. 9 of 9
I see, thanx for the info. I'm receiving only last few 1minute candles to update my current stock snapshot.
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