NeoTicker Blog

In the current market condition, many data vendors experience system overload and problems with data delivery. Here is our observation and tips on using IQFeed with NeoTicker.

CPU Load Issue

On a Pentium 4 3G HT computer, tracking just 200 most active symbols (S&P 100 and NASDAQ 100) using IQFeed, with a simple testing program (fetch and dump the data received) connected to it, can result in 80% CPU load during first and last hour of trading.

Moving up onto a Dual Core 2.6G computer, you will still see spikes of 60% CPU load.

The reason for that is the data processing module from IQFeed, IQConnect, is not too CPU friendly and it has to convert the data it received from DTN IQFeed servers into text and send that to the 3rd party applications. This process is not very efficient and it eats up a lot of processing power when you need that most.

TCP/IP Issues

Sinec IQFeed is using basic TCP/IP communication, it can be interfered by other internet access programs. If you find that when you access the internet for something and that the IQConnect status says data received going down to 0, you are seeing interference.

Recommendations

As the market exploded with much more data this year, the number of symbols you can track with IQFeed on the same system is now reduced in ratio.

If you used to be able track 100 symbols on your computer (e.g. Pentium 4 2.4G HT) with no data backlog, then you will likely experience that now, and reducing the number of symbols you track down to 50 will probably resolve the problem.

Based on our testing and estimate, you will need at least a quad core computer with 2.6G to be able to track 120 symbols. That means you are not doing a lot of fancy operations during busy market hours. Maybe just a fixed set of open charts, quotes, etc. You will still see CPU load spikes upto 50% or more from time to time.

To be able to do more than just using the opened charts, etc., having a faster computer can help.

Reducing the number of symbols that you track can help. The CPU load spikes are directly related to the number of very active symbols that you are tracking.

Do not run Windows Live Messenger on the computer you are running with IQFeed, they definitely interfere with each other.

When Internet Explorer 7 hangs on Windows XP, say, you accessed a web site and somehow IE7 failed to handle it properly, IE7 will also cuts off IQFeed’s TCP communication.

The issues with Windows Live Messenger and IE7 could be resolved in future releases of these software, but it is not something anyone has control over with.

What about using NeoTicker with IQFeed?

The next release of NeoTicker (likely to be 4.20 Build 32) will include a complete rewrite of the IQFeed data server. It cannot reduce the CPU load spike caused by IQConnect, but it will reduce its own contribution to the problem significantly.

Looking Forward

Using simple TCP communication between IQFeed and 3rd party applications may not be the best communication method for handling the data load we are seeing nowadays.

Let’s wish that IQFeed will come up with new technology to enable better and faster data delivery in the near future.