What is the Latency for iqFeed data feed?
- Thread starter CodeX
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Does it really matter?
A few seconds wont be noticed and if it were that critical you can get a dedicated line.
There are a lot more important things that need attention like your strategy.
A few seconds wont be noticed and if it were that critical you can get a dedicated line.
There are a lot more important things that need attention like your strategy.
Most feeds have a small delay.
As for a strategy that relies on speed. You really need to think about that. You are fighting with people who have some serious cash and don't mind blowing a few mil to get what they want.
In the long run you can't win if speed is your advantage.
As for a strategy that relies on speed. You really need to think about that. You are fighting with people who have some serious cash and don't mind blowing a few mil to get what they want.
In the long run you can't win if speed is your advantage.
IQFeed uses TCP. It increases the latency.
http://www.sierrachart.com/SupportBoard.php?PostID=17343
Have a Merry Christmas and a Happy New Year.
Latency is networking term regarding time delay for network processing and transmission that can be measured by pinging remote server, trace routing etc.
If you ping IqFeed server round trip should be from around 100 to 200 ms on average but that is not all there is to latency you are looking at.
Your description indicates that there is perceived data quality problem by comparing received information from different data providers.
IqFeed is commercial data provider. They are not giving you raw data but rather filtered data in order to be able to provide decent data service to thousands of customers simultaneously at lower prices.
Data provider will often disclose what type of data you will receive.
Now about those milliseconds;
Exchanges are disseminating data with certain delay even if they are called "real time" and it also depends on market conditions.
Most market participants are working on consolidated data feed meaning that the data is combined from various exchanges and incurs dissemination, processing and transmission delays. Then your provider does data filtering, compression etc. to deliver it over the network. By now there were multiple servers and computers exchanging and processing information and it takes time.
If you add those milliseconds you will notice that you are looking at the record of market history events that occurred somewhere between 300 ms to 1s ago at best which is not bad after all for the price you are paying. Then add your processing time and time it takes to send messages back to broker. If you are clicking the mouse then your reaction time is in excess of 200 ms.
The alternative is to use costly direct market access from individual exchanges but the ultimate problem is what are you going to do with the tick data you just received.
If you ping IqFeed server round trip should be from around 100 to 200 ms on average but that is not all there is to latency you are looking at.
Your description indicates that there is perceived data quality problem by comparing received information from different data providers.
IqFeed is commercial data provider. They are not giving you raw data but rather filtered data in order to be able to provide decent data service to thousands of customers simultaneously at lower prices.
Data provider will often disclose what type of data you will receive.
Now about those milliseconds;
Exchanges are disseminating data with certain delay even if they are called "real time" and it also depends on market conditions.
Most market participants are working on consolidated data feed meaning that the data is combined from various exchanges and incurs dissemination, processing and transmission delays. Then your provider does data filtering, compression etc. to deliver it over the network. By now there were multiple servers and computers exchanging and processing information and it takes time.
If you add those milliseconds you will notice that you are looking at the record of market history events that occurred somewhere between 300 ms to 1s ago at best which is not bad after all for the price you are paying. Then add your processing time and time it takes to send messages back to broker. If you are clicking the mouse then your reaction time is in excess of 200 ms.
The alternative is to use costly direct market access from individual exchanges but the ultimate problem is what are you going to do with the tick data you just received.
That is correct, i was comparing two data feeds; on one hand i receive 3 to 4 and sometimes more bid / ask quotes and on the other hand i have IQfeed with a 25% reaction time; it takes almost 1 second and sometimes more (sometimes less).
When the data is plotted on the charts; the chart generated from the IQ feed data looks like it's building in slow motion compared to the more dynamic chart which is made from the data of the other service provider; you know what i mean?
What do you think?
When the data is plotted on the charts; the chart generated from the IQ feed data looks like it's building in slow motion compared to the more dynamic chart which is made from the data of the other service provider; you know what i mean?
What do you think?
Not easy answer;
first how data is getting to you - same network, router, computer, firewalls, antivirus programs etc?
where is data server located for each - ping and trace route it.
what software is being used - for example iqfeed runs its own agent on your machine decompressing data and serving it to applications.
software generating charts might be different and works with different data set separately creating issues with generating output
first how data is getting to you - same network, router, computer, firewalls, antivirus programs etc?
where is data server located for each - ping and trace route it.
what software is being used - for example iqfeed runs its own agent on your machine decompressing data and serving it to applications.
software generating charts might be different and works with different data set separately creating issues with generating output