Data request taking too long

[dfaulkner44]

To collect 15 min data with valid volume, I make historical data requests for 2 samples for 150 tickers at the end of a 15 minute interval, then discard the most recent sample, and store the other.

I need to do this because pushed data (OnQuoteChange) has invalid volume data on bid/ask events (see previous thread I started on this topic). This is the only way to get valid 15 min volume data using the supplied API.

Occassionally, and for the last 4 days, collecting data this way takes a rediculous amount of time. Currently collecting 150 samples this way takes from 6 to 20 minutes. The implication is that this is no longer real time data and is no better than 20 minute delayed data derived for free from the internet.

Why are the servers so rediculously slow? Has anyone else observed this poor response from the servers.

I have also gone through ES tech support with no help toward a solution whatsoever.

[jimcole23]

I do similar periodic requests for historical data, for the same reason (T&S volume is off by as much as 12% in my tests), and I have seen extreme slowness intermittantly the last few days, too. I see this even in eSignal when displaying a chart. For me, the problem seems to clear up by itself after a few minutes.

[Guest]

We have noticed increased data rates from various US exchanges since Monday and are applying sofware updates to the tick servers. We have hundreds of servers and the process takes almost 2 weeks to complete the cycle, so you may have connected to a server that does not have the upgrade. We also isolated an issue that we think is causing the relative slowness experienced this week.

[dfaulkner44]

As of 8 Feb 2005 response time is considerably improved. Currently it takes from 1 - 3 minutes to retrieve 176 requests.

Interestingly, response time is worst first thing in the morning and tends to improve during the day. Is there an adaptive load balancing algorithm in use?

[Guest]

Well, that would make sense, since trading volumes are usually higher in the morning, as is our number of users. Many traders are only active during the first few hours of the day, then they probably golf or something.