Quote from srv:
I've been having the same problem. I've experienced much longer lag time than you.
The easiest way I've found to get rid of the "backlog" of ticks is to simply stop the data feed for a few seconds and restart it.
That does not solve the problem, it just gets the entire system back to "real time" - if the data load is (still) great the lag will go from zero and increase.
I've noticed the same thing myself. Btw, you can force a restart of the data feed by Shift+Left Click on the Start IQ Feed button on the toolbar; this turns the procedure into a 1 step process. But, I'm wondering what this tells us about the nature of the underlying problem. One theory I have is that IRT uses a database and that it may represent a significant bottleneck in the flow of data from DTN to IRT. Thus, in a fast market, a huge queue of data from IQConnect may develop waiting to get into IRT's database, at which point the data becomes available to IRT's charts, quotepages, etc. By killing the feed and restarting it, either that queue is given time to get into the database or is simply wiped out by the kill/restart data feed process. Either way, when the data restarts, initially there's no queue and thus very little true lag (the difference between a tick's time stamp and the time the data makes it into IRT). With the passage of time, however, the lag would become huge in a fast moving market and, thus, lag grows progressively larger. Similarly, a huge queue of data could, in fast markets, be developing awaiting processing by IQConnect with the kill/restart data feed process having the same effect on it.
If you or anyone here has any thoughts on this, I'd sure be interested in hearing them.
Like you, I put TWS on a separate computer.
Actually, I'm running TWS on the same computer as IRT.
I time the lag by comparing the timestamp on T&S chart with the actual time. Normally, I cannot see any lag at all - at times when it is very busy, I've seen lags well over 30 seconds if I allow it to go that long.
There's an easier way to time the lag in IRT. One of the available quotepage (QP) columns is called Lag; if you add it to a QP, you'll see the lag for all the symbols in your QP. It's calculation and use is explained here:
http://www.linnsoft.com/new/index57.html. One thing you should be aware of here though is that at present if no new tick comes in for a symbol before the QP is recalculated, the Rec Time (explained at the link above) becomes your clock time and, since in IRT Lag = (Rec Time - Time, where Time = the time stamp of a given tick), Lag keeps growing and growing until a new tick comes in for that symbol. This is only a problem in slow moving markets and should be fixed in the next release of IRT so that Lag is always true lag (Rec Time - Time, with Rec Time for any given tick remaining fixed at its original actual value).
Needless to say, for scalping or probably any other reason one would want "real time" data - this situation is totally useless.
Couldn't agree with you more!
I've tried a lot of things to fix the problem including keeping only 5 active symbols, even displaying ONLY Time and Sales (no charts) and shutting down most all other processes.
I've tried cutting down my active symbols and it has some benefit, although Lag is still considerably larger in the first and last half-hours that at other times of the day.
My hardware is similar to yours except the CPU has 4 cores and I suspect that may be part of the problem as i/rt does NOT account for more than one CPU (thought the OS does spread the threads across multiple cpu's - I've played with that also.)
I'm not sure whether throwing more processing power at this problem will resolve these lags. While clearly more processing power should enable IQConnect to process data more quickly as it comes in, there may be some limitation as to how fast IQConnect can take up data for processing, which limitation may not be affected by more processing power. Similarly, if there's a bottleneck created by some limit on how fast IRT's database can take up data, then more processing power is unlikely to overcome it, no matter how much processing power we throw at the problem.
I'd be interested in anyone's thoughts on the issue of whether an increase in processing power is likely to have a beneficial effect on the lags I'm experiencing.
Subjectively it seems the problem either started or got much worse when IQFeed switched to new server(s).
If anyone from DTN is monitoring this thread, please comment. If anyone else using DTN has noticed this, please say so.
The worse part of this is the lack of confidence I have in what I'm seeing on the screen. I only first noticed the problem trying to figure out why I could no longer successfully scalp a "hot" market - like near the end of RTH. (it cost me!)
I couldn't agree with you more on the lack of confidence issue. If you're not sure that what you're seeing on your screen is timely and real, it's impossible to trade effectively. Also, I noticed the problem in exactly the same way you did and it's cost me (a bunch) too!
I hope someone finds a fix as I have much time invested in i/rt and am resisting giving it up. Whatever its problems it has tremendous functionality - however for me, i/rt isn't something I can use "real time."
You're right, IRT does have tremendous functionality and I, too, am reluctant to give it up, especially in view of the time I've spent learning to use the program. Unfortunately, it's becoming something, at least when connected to DTN (I've never used IRT with any other data provider), that cannot be relied upon for real-time trading in fast markets unless and until someone comes up with a genuine and lasting solution to these terrible problems with lag.
I continue to welcome comments from anyone here who can shed any additional light on what may be causing these problems and how they can best be resolved.
