CQG fed charts freeze on me, PATS fed don't

P

priar

I trade FCAC, Bund, T-Note 10yr and mini ES futures using tickbytick charts and market profile.

Recently found out that my PATS fed charts ran 20-30% behind exchange reported volumes. History was always correct. Broker said PATS limitation is 10 ticks/sec, and then filtering occurs. Confirmed by running volume bars, say 1000V on the ES, never is correctly 1000V, but off, depending on whether filtering skipped large size lots or not.

Alternative was CQG feed (66 ticks/sec cap) , which ran well, and exactly showed accurate volumes acc Exchanges reports.
After a while my charts froze on me during the high volume USA hours. Did not happen earlier. Broker says it's my infrastructure -- yeah sure - but running PATS and CQG feed side by side on THE SAME PC, CQG charts froze and PATS kept running happily.

Discussion with broker -- my suspicion is that their infrastructure is not ready (yet) for CQG roll out -- or maybe the bank's infra isn't.

Any suggestions? Are their people running CQG feed or any other feed claiming 66 tick/sec or more, on tickbytick charts? Experiences?
 
I had similar happenings until I switched to PhotonTrader, they use split feed, i.e diff feeds for quotes and execution. You'll need something else, as they have no FCAC in my case.
 
first, what version of CQG are you using? second, where in the world are you located in terms of distance from the gateways?

depending on the version of CQG you are using... it will freeze mostly because the charting thread wont be able to keep up... you can easily determine how far back you are by doing the following:

left-click on "Support" button, then select "Display Real-Time Data Status".. a window will pop up telling you what each of the threads is doing with the incoming packets and where they stand in terms of processing it... it will report as well how many milliseconds it is behind..

you can determine which data servers you are going against by again left-click "Support", then select "Data Host" ... and you can use pingplotter to find out which host is best for you ...

http://www.pingplotter.com/freeware.html ...

I am using 14.7 (Alpha) and that had no issues with the last few fed releases given the improvements on separating a number of components into their own threads...

I have 12 cores, disabled multithreading, I have allocated to CQGIC all the memory it requires, I use an SSD for the OS and another one for the data drive.. my network connectivity is cable and my latency to both data and OE is 40ms...

I tax my system quite a bit... but that is mostly because I have to stress it as part of the alpha testing...

the infrastructure on the vendor side, can usually more than handle the MDS they send out... it will be your workstation that will have the issues usually, unless the broker has its own gateways to which you connect and those are overloaded for whatever reason... PATS throttles the rate for a reason, CQG throttles less and with the changes they are doing to the overall app, it will only get better... but your workstation will still be a factor, so you want to look at how you can make it go faster across the board...
 
Quote from ofthomas:

first, what version of CQG are you using? second, where in the world are you located in terms of distance from the gateways?

depending on the version of CQG you are using... it will freeze mostly because the charting thread wont be able to keep up... you can easily determine how far back you are by doing the following:

left-click on "Support" button, then select "Display Real-Time Data Status".. a window will pop up telling you what each of the threads is doing with the incoming packets and where they stand in terms of processing it... it will report as well how many milliseconds it is behind..

you can determine which data servers you are going against by again left-click "Support", then select "Data Host" ... and you can use pingplotter to find out which host is best for you ...

http://www.pingplotter.com/freeware.html ...

I am using 14.7 (Alpha) and that had no issues with the last few fed releases given the improvements on separating a number of components into their own threads...

I have 12 cores, disabled multithreading, I have allocated to CQGIC all the memory it requires, I use an SSD for the OS and another one for the data drive.. my network connectivity is cable and my latency to both data and OE is 40ms...

I tax my system quite a bit... but that is mostly because I have to stress it as part of the alpha testing...

the infrastructure on the vendor side, can usually more than handle the MDS they send out... it will be your workstation that will have the issues usually, unless the broker has its own gateways to which you connect and those are overloaded for whatever reason... PATS throttles the rate for a reason, CQG throttles less and with the changes they are doing to the overall app, it will only get better... but your workstation will still be a factor, so you want to look at how you can make it go faster across the board...
More...


Thanks a lot for the quick reply!

So apparently the charting of incoming data is a problem to me, because i have seen instances of large tick paces in a consolidation fase (no large price movement) without a problem, whereas with similar tick feed pace AND large price movement, it froze on me.

I have no seperate CQG feed and login through my broker.
As a matter of fact a technician at the broker has confirmed that he could confirm my issue on his (faster!) PC.
 
refer to my troubleshooting steps... if the tech could "confirm" the issue, then he can tell you as well the lag being experienced on the data line and you can easily troubleshoot the problem... and lastly, you still didnt answer any of the questions I had to help you further...

Quote from priar:

Thanks a lot for the quick reply!

So apparently the charting of incoming data is a problem to me, because i have seen instances of large tick paces in a consolidation fase (no large price movement) without a problem, whereas with similar tick feed pace AND large price movement, it froze on me.

I have no seperate CQG feed and login through my broker.
As a matter of fact a technician at the broker has confirmed that he could confirm my issue on his (faster!) PC.
More...
 
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