Safe upper symbol limit for streaming quotes
Author: superticker
Creation Date: 11/14/2016 5:20 PM
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superticker

#1
What is the recommended upper limit for the number of symbols one should employ for a single streaming-quotes window? I had WLPro 6.9.15.0 tracking 99 symbols/quotes today when my streaming-quotes window simply froze about 1.1 hours into the trading day. Streaming for the main WL status bar has also froze and chart window streaming has stalled. But I can still trade okay and update the Accounts window.

I'm guessing this limitation has more to do with streaming-server bandwidth (These stocks were changing prices like crazy this morning--busy morning.), but I only have control over how many stocks are being streamed, not their update frequency. If there's a way I can throttle down their update frequency by the streaming-server, please suggest it.

I'm using a 15 MB/sec Internet connection, and it's very good, so network bandwidth isn't the limitation here. Also, WLPro 6.9.15.0 has been very responsive as far as streaming goes, so I don't think it's a WL client issue.
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Cone

#2
Years ago, when I tested Fidelity streaming, it worked with the S&P 500 without a hiccup. It's surprising to me that a problem would exist for 99 symbols, even when ticking fast.

I'd have to ask to be sure, but I actually think that Fidelity conflates streaming data. There's no user control to modify this.
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superticker

#3
QUOTE:
I ... think that Fidelity conflates streaming data. There's no user control to modify this.
It makes sense to compress the data stream into 2K blocks because TCP/IP manages its packet switching in blocks. Some of this (like the specific block size) is negotiated between the TCP client and TCP server layers. Windows has some registry settings for adjusting these tuning heuristics. There "might be" a Win32 call that lets WL adjust this block size if it has the right execution rights.

There's always resource limitations with any server. What would be good is the throttle the update rate if the number of symbols (or ticks) being tracked becomes too high for the server. A good design scales gracefully with load.

This is the first time I've encountered this problem, and I've been using WL for 1.7 years. And WL 6.9.15 seems to be very responsive.
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Cone

#4
I got a confirmation that streaming could be conflated as much as 0.5 seconds, but I'm not certain that evidence (a debug log) supports that.

Anyway, let us know if you run into a frozen Quotes window again.
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superticker

#5
Thanks. Everything worked fine (as usual) today, but I wasn't streaming 99 quotes (Gee the market was busy yesterday.), and new ticks weren't coming in as fast as they were yesterday.

It might be there was a fractional-second glitch in my Internet connection, which might cause the streaming server to drop the connection, but allow other logged-in servers (I could still trade and manually update the Accounts window) to remain connected. If I remember right, the streaming server is unusually sensitive to momentary Internet interruptions. I'm guessing it pipelines its data streams, and those data-stream processes can get jammed up when things become congested. Thanks again.