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Which data feeds chugged thru today?


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Which data feeds chugged thru today?

  #1 (permalink)
Day Trading Fool
Southwest US
 
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I thought I would ask for another poll; this time on data feeds.

Did you data feed chug thru today's 2:40 p.m. to 3:00 p.m. action? What are you using?

I am sure there are a lot of different factors involved here, but I thought this would be a start. Thanks!

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  #3 (permalink)
Day Trading Fool
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I guess I will start it off:

Mine was ok up until the 2:45 mark, then it balked. IB actually went orange on NT which I assume means it was having a problem. Things were ok by 3.

I use IB as a primary on NT, and TDA as a backup.

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  #4 (permalink)
 
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 Big Mike 
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IQFeed was fine.

Mike

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  #5 (permalink)
 
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 aslan 
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No issues with Zen or IQFeed. It was moving fast, but computer kept up no problem.

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  #6 (permalink)
 Affliction 
Springfield, MO
 
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During the "real move" of the day on Thursday, my data feed, Rithmic, went ape. Some specifics:
Three 24 inch monitors
I7 CPU
25 mbps connection

etc, etc.
-Not sure how much the computer system matters, but I am sure it does to some extent.

During this "time" my charts were updating, approx. every second or two, with large chunks of new bars. Now I am not talking fast developing bars, but a screen full of new bars every second or two. No "flow" - fast or slow.

FYI, I was also told through NT support that NT's historical data server went down. So, I am trying to figure out if it was the data feed, the server issue or both.

If anyone has suggestions or comments, please advise.

Thanks!

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  #7 (permalink)
 webart 
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I can confirm IB went out for about 30 minutes during the 'crash'. I got a 300 point slip on an order through Gain on the GPB.JPY (in my favour).

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  #8 (permalink)
 Affliction 
Springfield, MO
 
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webart View Post
I can confirm IB went out for about 30 minutes during the 'crash'. I got a 300 point slip on an order through Gain on the GPB.JPY (in my favour).

I will have to say this about Rithmic during the wild ride on Thursday, it never went down.

I did, however, have a disconnect earlier in the day that lasted about 5 seconds before re-connecting.

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  #9 (permalink)
 
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 topsteprs 
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My PFG data running through NT, PFG direct pro and PFG direct failed completely and never recovered right up to the close. The lag when I was able to reboot at all was around 15 minutes and even then there was lots of missing data. Luckily I was following an EOT trial room where they use Zenfire + NT and they appeared to be spot on. PFG's response to all of this was very inadequate.

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  #10 (permalink)
 
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 aslan 
Madison, WI
 
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Affliction View Post
-Not sure how much the computer system matters, but I am sure it does to some extent.

During this "time" my charts were updating, approx. every second or two, with large chunks of new bars. Now I am not talking fast developing bars, but a screen full of new bars every second or two. No "flow" - fast or slow.

FYI, I was also told through NT support that NT's historical data server went down. So, I am trying to figure out if it was the data feed, the server issue or both.

If we are talking about the feed, then your computer does not matter much, as there is not that much data flowing at you unless you are collecting a ton of symbols. Now the feed provider could be affected if they can not handle the volume of ticks (NT/IB server going down).

When you factor in processing the data, then your computer matters. If you have a ton of symbols and a bunch of indicators, your computer could have come to a crawl, based on your setup and program you are running. NT and TS are single threaded, so they could max out a CPU, while other programs like MC are multi-threaded and can use more CPU and keep up.

I was running a bunch of stuff yesterday, and my charts (pretty basic) were flying but my CPU was never maxed out (though NT could have been maxed intermittently). I had to change timeframes on my charts because I was not able to see what was going on as it was moving too fast (i.e. went from a 4 range to a 15 range on ES).

I collect historical data each night and process it, and I was able to verify that my IQFeed data was solid during the day (same after it was re-downloaded at night).

On the NT front, I often saw NT65 max out in the past, and NT7 is a huge improvement in this area (wish their attitude towards customers improved that much). NT 65 likely would have crashed/gotten way behind yesterday during the peak based on my past experience.

One thing that I was not able to measure yesterday, was latency. So, while my feeds did not lose data, and I did not fall behind, I have no idea what the latency of each tick was. So, was I really 5 sec behind? I was executing trades during the real run, so not sure what was happening to orders. Open orders is one thing that can/will slow NT down big time.

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Last Updated on May 17, 2010


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