IQFeed seems to be having issues sustaining communications above 930-1000 KB/sec and thus seems to be losing data during very high volume periods.

I'm on a 22/6mbit cable modem, and have verified that I can sustain 22mbit speeds on both tcp and udp. I am subscribed to 576 symbols, which comprises of the S&P 500, some misc etf's and stocks, and the major futures. Regional updates are enabled for all stocks.

I suspect this may be some sort of TCP window problem, as experimenting with TCP window settings on windows 2008 r2 does seem to measurably affect the peak rate I can get out of IQFeed. Unfortunately, none of them seem to perform better then the default settings. Any ideas what I might try next?

Something else just noticed: IQFeed seems to be saturating one processor worth of CPU time when receiving 900+KB/s of data (8 core machine, 4gb of ram). Memory usage does not significantly fluctuate. Could this also be a problem?

On Edit: To clarify, that is IQConnect.exe seems to saturate one core. Also, this is on 4.7.1.2 (beta).
Edited by parallelguy on May 14, 2010 at 10:55 AM

PG:

FWIW:

One thing that may give you some more information is to test the connection to your interface so that essentially there is no processing after each packet comes in - basically set a switch so that once quotes are coming in nothing is done with them and the socket is ready for the next data. Check out the CPU loading under this 'no loading' to see if better behaved. I suspect it may be very informative.

I found that the processing time in servicing the stream by my program affects the CPU loading of IQConnect (and obviously my program). I also discovered that the 'message pump' should not be called within the event processing called from the OnDataAvail event notification.

David

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