Lost Connection

[allank]

Is there a preferred technique for dealing with a lost, then reconnected connection during regular trading hours?

The desired goal is to fill in the gap in the instruments being followed and resume servicing real-time data as efficiently as possible.

The time period is 30-second bars.

[allank]

Does anyone have an answer for this that they can post?

[GenSpoo]

I believe eSignal does this for you automatically. The Data Manager is in charge of the connection and will perform the reconnect when needed. Have you noticed it not doing this?

Cheers... George

[allank]

I'm in development so I haven't observed the response. I'm trying to plan for difficulties during RTH.

Given that the connection is reestablished automatically, is there then a data gap? Will the gap be filled in automatically?

My question really has to do with steps needed to fill in the data gap (if there is one) and then resumption of RT data.

Is there a catch-up strategy needed?

[Guest]

If you are streaming, data will just start streaming again when the connection is reestablished. You should be streaming data and create the bars on the client side, rather than call RequestHistory, if that's not the way you are doing it. If you are missing any gaps, you can use RequestHistory() to request a 30 second bar.

[allank]

Robi:

Why do say I should be creating bars on the client side? If the bars are built on the server side, the client side has vastly fewer exceptions to respond to, which can significantly lower processor usage if hundreds of issues are being followed.

[Guest]

My concern is the processing required for you to request bars. It is not a problem to request a batch and then create bars from a stream, but asking for bars in a frequent interval affect the ability of our servers to fulfill requests. This is why developers sometimes run into performance issues - they are requesting very small bits of information extremely often.