I don't know whether this is a software or a hardware problem or a combination of the two, but I'm hoping there are some experts here who can give me some guidance. I'm running Investor/RT (IRT) with DTN's IQFeed data feed. I am running them on a Windows XP Pro system with a 3.16 GHz Core2Duo and 4 GB RAM. I also run Interactive Broker's TWS on the same system. I trade stocks and lately have been noticing staggering lags between the time stamps (i.e., the times the trades were executed as reported by the exchanges) on the ticks I receive from DTN and the time they show up in IRT, especially in the first and last half-hours of the regular trading session.
As an example, in the last half-hour yesterday, I was only monitoring 23 symbols and yet my average lag for each instrument was roughly 30 seconds, making it impossible to trade effectively off of charts. Making this all the more troubling is that yesterday's trading volume was below average. During this time, IQFeed was taking up roughly 50% of my processor with IRT and IB taking up roughly 15% each. So that you'll know, at all other times during the session, my lags run in the vicinity of 1-3 seconds, with the processor loads substantially reduced (total load of these 3 components would be in the vicinity of 25 - 35%).
It seems clear that the problem here is generally a function of the vastly increased tick flows during the first and last half-hours, but what specifically the problem is I don't know. Is DTN's software (IQConnect, which takes the data in the packets it receives and converts them to a form usable by IRT) taking too long to do its job when tick rates increase dramatically or is IRT not capable of taking the data up fast enough from IQConnect at these times for it to be delivered on a timely basis to IRT's charts? Would a more powerful computer solve the problem and, if so, what kind of system would I need to get this down to manageable levels?
I'd also be interested in knowing whether anyone else here has experienced these types of lags while monitoring similar or greater numbers of symbols during these times. If so, how have you dealt with it? If not, what charting software are you using with what data feeds and what kind of lags are you experiencing during these and other times? Finally, if anyone here has any general suggestions as to how to resolve the problems I'm experiencing with these staggering lags, I sure would appreciate your letting me know.
Since some of you may be wondering why I don't just use IB's data feed, which is compatible with IRT, it's because I want to have access to IRT's volume breakdown features, which are very inaccurate with IB's feed, because IB's feed does not transmit every tick (it aggregates ticks at the same price) while DTN's does.
Many thanks in advance for any help that anyone may be able to offer here.
Best regards,
cwb1014
As an example, in the last half-hour yesterday, I was only monitoring 23 symbols and yet my average lag for each instrument was roughly 30 seconds, making it impossible to trade effectively off of charts. Making this all the more troubling is that yesterday's trading volume was below average. During this time, IQFeed was taking up roughly 50% of my processor with IRT and IB taking up roughly 15% each. So that you'll know, at all other times during the session, my lags run in the vicinity of 1-3 seconds, with the processor loads substantially reduced (total load of these 3 components would be in the vicinity of 25 - 35%).
It seems clear that the problem here is generally a function of the vastly increased tick flows during the first and last half-hours, but what specifically the problem is I don't know. Is DTN's software (IQConnect, which takes the data in the packets it receives and converts them to a form usable by IRT) taking too long to do its job when tick rates increase dramatically or is IRT not capable of taking the data up fast enough from IQConnect at these times for it to be delivered on a timely basis to IRT's charts? Would a more powerful computer solve the problem and, if so, what kind of system would I need to get this down to manageable levels?
I'd also be interested in knowing whether anyone else here has experienced these types of lags while monitoring similar or greater numbers of symbols during these times. If so, how have you dealt with it? If not, what charting software are you using with what data feeds and what kind of lags are you experiencing during these and other times? Finally, if anyone here has any general suggestions as to how to resolve the problems I'm experiencing with these staggering lags, I sure would appreciate your letting me know.
Since some of you may be wondering why I don't just use IB's data feed, which is compatible with IRT, it's because I want to have access to IRT's volume breakdown features, which are very inaccurate with IB's feed, because IB's feed does not transmit every tick (it aggregates ticks at the same price) while DTN's does.
Many thanks in advance for any help that anyone may be able to offer here.
Best regards,
cwb1014
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