We have a trading server that is dedicated to the Nasdaq exchange.
Over the last few trading sessions our software has detected feed delays for Nasdaq symbols. The detection method compares the IQFeed generated “T” record timestamp with the actual time. Normally the largest difference is a few seconds during the peak open/close periods.
Over the last two sessions our delays have been around 30+ seconds at open/close as well as during the day. We've investigated the following as possible causes:

a) PC resources: CPU & memory usage are reasonably low. No single
process/thread is being constrained

b) Network: We are in a Tier One data center with 100Mbps connections. A second server that uses IQFeed exclusively for NYSE symbols doesn't have the same feed delay

c) IQFeed servers: Both our Nasdaq and NYSE dedicated machines are often connected to the same IQFeed server but the delays are only on Nasdaq.

d) Software anomalies: Both of our servers are running identical software (one is a clone of the other)

Given the above, the only other cause I can see is there is a delay within the DTN Ticker plant or the Nasdaq feed. Can anyone at IQFeed shed any light on this? If there is a problem, when will it be rectified? Our day trading algorithms are adversely affected by any delay beyond 5 seconds.

Dennis

Please send your user account#s for the servers to our developer support email. We want to monitor your connections for any issues that may be related to this problem.

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Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS
Edited by LonnieS on Dec 23, 2009 at 01:25 PM

Lonnie,

I believe the source of the problem has been identified and it is on our side.
Please consider this problem closed.

Dennis