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» Unreliable real time data from 148 farms
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| Author | Topic: Unreliable real time data from 148 farms (7 messages, Page 1 of 1) |
 wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Jul 31, 2007 10:18 AM
Msg. 1 of 7
Hi, I switched to use 148 farms to get option data. But it caused lots of errors. The following is one of the examples. I just typed by hand with streamer. The server sometimes return not found. From the example you can see. it is an intermittent problem. Could you please switch option back on 156 farms?
T,20070731 11:03:00 wQQQ AM Q,wQQQ AM,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, rQQQ AM wQQQ AM F,QQQ AM,C,,,12.56,10.35,,,,,,,,,,,,,,,,,,QQQQ JAN 2008 C 39.00000,,,,,,,,,,,,,, i,12,2,,,2,14,07/19/2007,07/27/2007,,,,,,01/19/2008,39.0000, P,QQQ AM,C,11.00,0.65,0.062801932,80,80,11.00,11.00,10.56,10.60,1967,167,,,0.,10 :00:15t,49431,11.00,10.35,0.04,39.0000,,,i,,,,,07/31/2007,,11.00,01/19/2008,,,0. 65,0,,,,,0.,,,,12,2,172,180,AMEX-BSE-CBOE-ISE-PSE-PHLX,,,,,1,,,,0,,, Q,QQQ AM,C,11.00,0.65,0.062801932,80,80,11.00,11.00,10.56,10.60,1703,167,,,0.,10 :00:15b,49431,11.00,10.35,0.04,39.0000,,,p,,,,,07/31/2007,,11.00,01/19/2008,,,0. 65,0,,,0.,0.,0.,,,,12,2,172,180,AMEX-BSE-CBOE-ISE-PSE-PHLX,,,,,1,,,,0,,, Q,QQQ AM,C,11.00,0.65,0.062801932,80,80,11.00,11.00,10.56,10.60,1703,167,,,0.,10 :00:15b,49431,11.00,10.35,0.04,39.0000,,,p,,,,,07/31/2007,,11.00,01/19/2008,,,0. 65,0,,,0.,0.,0.,,,,12,2,172,180,AMEX-BSE-CBOE-ISE-PSE-PHLX,,,,,1,,,,0,,, |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Jul 31, 2007 12:35 PM
Msg. 2 of 7
If you take a look at the message returned, the first one indicates you included an extra w on your watch request (notice the server said that 'wQQQ AM' wasn't found). I haven't ever seen anything in IQFeed cause something like that. Are you positive this wasn't user error?
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wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Jul 31, 2007 02:17 PM
Msg. 3 of 7
Hi Steve,
Thx for pointing it out. I am anxious to show an example with program supplied by DTN, it is more convincing. I cut/paste command on command line. I developed my option trading program few years ago. It is quite possible that my program has flaws, but giving the fact that I've been trading with my option program on old servers for several years. It was stable & working fine for me. But it just doesn't work quite right since the new servers rolled out. I was trying to hold on old servers until you turned option off. Again, I never thought that would happen, and my trading program fired off ..... The symptom with new servers is the server returns "not found" occasionally on option symbols & sometimes just no update or updates coming late. My trading program spawns three threads scan the option market in parallel. A throttle controls subscribed symbols capped at 1497. Each thread subscribes the underlying & its option chain, waits for the quotes coming back, calcs Implied Vol & Greeks, then moving on to the next underlying. With new servers, the wait timed out quite often (60 seconds). It either receive "Not Found" or get no update, messages come back when it has already moved to next underlyings. That leaves lots of holes in the option chain. |
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wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Jul 31, 2007 11:46 PM
Msg. 4 of 7
Steve, I need to clarify my earlier post about no updates from 148 new servers occasionally. I do get intermittent updates, except it is a corrupted message. I attached part of logs from 148 servers.
2007-07-31 21:10:04,870 [5708] DEBUG IQFeedPlugin.RealTimeIQ [(null)] - F,DYE FU,C,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,c,,,,,,,,,,,,,,,, 2007-07-31 21:10:04,870 [5708] DEBUG IQFeedPlugin.RealTimeIQ [(null)] - P,DYE FU,C,,,,,,,,,,,,,,,,,,,,,,,c,,,,,,,,,,,,,,,,,,,,,12,2,,,,,,,,0,,,,,,, |
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wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Aug 1, 2007 12:02 AM
Msg. 5 of 7
Hi Steve, this is an example
T,20070801 00:59:00 wDNY XG Q,DNY XG,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, T,20070801 01:00:00 wNDY XG F,NDY XG,C,,,138.70,27.70,,,,,,,,,,,,,,,,,,NDX DEC 2007 P 1824.99995,,,,,,,,,,,,,,i,12,2,, ,2,14,03/01/2007,07/20/2007,,,,,,12/22/2007,1825.0000, P,NDY XG,C,43.30,3.7,0.093434343,3,3,43.30,43.30,53.20,55.20,12,71,,,0.,13:42:52t,731,43.3 0,39.60,2.,1825.0000,,,i,,,,,07/31/2007,,43.30,12/22/2007,,,3.7,0,,,,,0.,,,,12,2,144,20,AM EX-BSE-CBOE-ISE,,,,,1,,,,0,,, T,20070801 01:01:00 |
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wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Aug 1, 2007 12:03 AM
Msg. 6 of 7
dah, another typo
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wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004 |
Posted: Aug 1, 2007 12:08 AM
Msg. 7 of 7
Any way, This is the log I got from 148 servers for the symbol NDY
2007-07-31 21:59:05,865 [3612] DEBUG IQFeedPlugin.RealTimeIQ [(null)] - F,NDY XG,C,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,n,,,,,,,,,,,,,,,, 2007-07-31 21:59:05,896 [3612] DEBUG IQFeedPlugin.RealTimeIQ [(null)] - P,NDY XG,C,,,,,,,,,,,,,,,,,,,,,,,n,,,,,07/31/2007,,,,,,,,,,,,,,,,12,2,,,,,,,,1,,,,,,, |
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