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» Too many simultaneous history requests
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| Author | Topic: Too many simultaneous history requests (14 messages, Page 1 of 1) |
 Zeruel -Interested User- Posts: 29 Joined: Feb 22, 2012 |
Posted: Dec 21, 2020 06:31 PM
Msg. 1 of 14
I'm currently using IQ Feed version 6.1.0.20 and pulling historical data via the API. At the end of each day I request the latest daily, weekly and monthly historical price data. My software automatically figures out what the last date of data I have for each symbol and then requests the delta from DTN. This code has been working for a number of years (over 9 years now) but as of today I started getting thousands of "Too many simultaneous history requests".
Normally I throttle my requests to a maximum of 8 simultaneous threads / requests but going anything over 1 is failing now. I can't even get 2 simultaneous requests without getting bombarded with "Too many simultaneous history requests" rejections from the API. Is there a change to the way simultaneous historical requests work? Thanks! |
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wmarka -Interested User- Posts: 7 Joined: Jan 5, 2012 |
Posted: Dec 21, 2020 06:40 PM
Msg. 2 of 14
Same issue for me. Long time user, also using v6.1.0.20.
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RAKESH -Interested User- Posts: 4 Joined: Dec 21, 2020 |
Posted: Dec 21, 2020 10:45 PM
Msg. 3 of 14
Same issue for Here. Using v6.1.0.20. I have been using IQfeed for 5 years. Never had this problem. I have been always been open 12 connections simultaneously.
RA |
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mjafari -Interested User- Posts: 3 Joined: Apr 4, 2020 |
Posted: Dec 22, 2020 01:01 AM
Msg. 4 of 14
I'm having the same issue as well was using the same code last week w/ no issues. Please help!
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Dec 22, 2020 06:28 AM
Msg. 5 of 14
We are currently looking into this with our development teams. We will post more information shortly.
Thank you for your patience. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019
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Posted: Dec 22, 2020 08:44 AM
Msg. 6 of 14
All,
This is caused by a recent change to how IQFeed handles simultaneous history requests. See this post for a full explanation: http://forums.iqfeed.net/index.cfm?page=topic&topicID=5832 In brief: IQFeed now imposes a limit of 25 history requests per second, regardless of how long each request takes to run. Previously, the limit was 15 history requests per second, but when a request completed returning data it no longer counted against your limit. So if your app makes a lot of small history requests - which would exceed the new limit but not the new one - you may have started getting this error message the last couple days. The solution is to limit history requests to 25 per second, regardless of length. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Dec 22, 2020 at 09:03 AM |
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wmarka -Interested User- Posts: 7 Joined: Jan 5, 2012 |
Posted: Dec 22, 2020 09:09 AM
Msg. 7 of 14
Wouldn't it be appropriate to restore the old policy at least for a week or so (or until after the holidays?), so that we aren't forced to immediately address this just-announced, new iQFeed policy? We have other demands on our time this week -- it seems unnecessary to force us to prioritize changing our code immediately. Thanks.
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RAKESH -Interested User- Posts: 4 Joined: Dec 21, 2020 |
Posted: Dec 22, 2020 09:57 AM
Msg. 8 of 14
Can you post a code example to handle it effectively?
RA |
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mjafari -Interested User- Posts: 3 Joined: Apr 4, 2020 |
Posted: Dec 22, 2020 12:50 PM
Msg. 9 of 14
Correct me if I’m wrong but making the limit to 25 requests every second will drastically slow down any history gathering one tries to make (especially options symbols). This change also makes it difficult to programmatically limit requests to 25 a second. At least when parallelizing a request you can limit your connections. Have you done speed comparisons to see if this is an efficient change moving forward? Thank you in advance for your answer.
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DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019
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Posted: Dec 22, 2020 01:21 PM
Msg. 10 of 14
We're actually discussing some of these questions now. I'll post an update as soon as I have any more news.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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mjafari -Interested User- Posts: 3 Joined: Apr 4, 2020 |
Posted: Dec 22, 2020 01:32 PM
Msg. 11 of 14
Thank you so much Gary.
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RAKESH -Interested User- Posts: 4 Joined: Dec 21, 2020 |
Posted: Dec 22, 2020 02:53 PM
Msg. 12 of 14
I totally agree with mjafari, Its so slow and frustrating to use after implementing to 25 requests per second. Especially in the circumstances, IQfeed don't have batch requests for multiple symbols. I am disappointed. Hope you have some solution soon, that be a life saver. Thank you!
RA |
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RAKESH -Interested User- Posts: 4 Joined: Dec 21, 2020 |
Posted: Dec 22, 2020 03:47 PM
Msg. 13 of 14
Ok guys, I take it back.
After carefully implementing the simultaneous requests into the rolling average of 25 history requests per second at time. It seems to be working fine, I didn't receive any error. There seems to be slight improvement in performance since the number of simultaneous connections are now allowed to be 25 instead of 15. My apologies for my earlier disappointment, but a slight code change seems to fix the problem. Thank you! RA |
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DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019
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Posted: Dec 28, 2020 09:55 AM
Msg. 14 of 14
We have increased the number of requests allowed from 25 to 50 per second.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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