fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018
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Posted: Sep 21, 2018 02:18 AM
Msg. 1 of 5
Hi Tim,
When making requests for historical data, I pack my requests all in one (let's say 50 requests in the same string, separated by \n) and I send it over to IQFeed.
I then receive the 50 answers, one by one, approximately 0.5 sec apart from each other. So it takes about 20 seconds to receive the 50 answers.
Q: Is such a speed normal?
I find it rather slow compared to what we can receive with the live feed.
Q: Is there any way to speed it up?
Thanks!
Frederic
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Sep 21, 2018 03:32 AM
Msg. 2 of 5
Hi Frederic,
If you create 15 sockets, then you can do 15 requests at any 1 time which should get you down to just a few seconds.15 is the maximum number of history requests we allow at any 1 time.
Tim
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fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018
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Posted: Sep 21, 2018 06:06 AM
Msg. 3 of 5
So, I understand the transfer speed I am experiencing is normal, and multiple sockets is the way to go to make it higher. Reducing retrieval time by a factor 15 would be very nice indeed!
I have not managed multiple sockets before, I will look into this asap.
Thank you for the very useful answer!
Frederic
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Sep 21, 2018 07:19 AM
Msg. 4 of 5
Happy to.
Butm yes that is normal, the requests happen in line, they are not sent in as a batch. So you have a lot of extra transfer latency dragging things down on top of the sequential processing.
Tim
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fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018
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Posted: Sep 21, 2018 02:02 PM
Msg. 5 of 5
This makes sense.
Have a nice weekend!
Frederic
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