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Downloading historical data with IQFeed is slow

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    Downloading historical data with IQFeed is slow

    When getting historical data, I see the number of seconds since last update (in the DTN client window) going up to 27 seconds. Here's an example from the trace:

    2009-03-14 22:44:30:027 (IQ) Data.Bars.GetBarsNow: instrument='AIPC' from='2009-02-23' to='2009-03-13' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
    2009-03-14 22:44:57:403 (IQ) Data.Bars.GetBarsNow: instrument='MYGN' from='2009-02-23' to='2009-03-13' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0

    I'm noticing it again today with ES. I try to get 1 minute data for 2008 and it takes a very long time. Since the DTN client is reporting 20+ seconds since last update, I think there are two possibilities:

    1 - Ninjatrader is not requesting the data very fast

    2 - DTN takes a while to give me the data

    Any idea how to find out which one? I recently had to start with a new database and it's taking a long time to get my data.

    #2
    I got some info from IQFeed support:

    The "Seconds since last update" stat isn't impacted by history requests. This is only reset by streaming market data or timestamps within the feed. I pulled @ES# data from Jan 1 2008 through current (417K 1 minute bars) in 58.9 seconds on a slower machine from my house.
    For me to get Jan 1 2008 to present it was taking way over 10 minutes. I have a very fast DSL connection and fast computer (quad core with 4 gig ram) so I'm wondering why this is so slow and if it's Ninjatrader?

    Comment


      #3
      If NinjaTrader displays the "loading data" box, then it's waiting for data from IQFeed.

      Comment

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