Casting error when loading large datasets

[jateforum]

I have written a c# program that retrieves history using the esignal API. My code works fine when I request smaller sets of data e.g. 30 days of daily data. Mostly I have been testing using the DAX index future AX Z1-DT and using tick bars. When I request 100T for 1 Day I get all the data with no error. However, when I request 2T for 1 day I start getting the following error AFTER the first +- 20000 bars have been received.

Unable to cast COM object of type 'System.__ComObject' to interface type 'IESignal.IHooks'. This operation failed because the QueryInterface call on the COM component for the interface with IID '{C5916B45-A7EB-4919-A742-AD47AE3AE996}' failed due to the following error: System call failed. (Exception from HRESULT: 0x80010100 (RPC_E_SYS_CALL_FAILED)). at System.StubHelpers.StubHelpers.GetCOMIPFromRCW(Obj ect objSrc, IntPtr pCPCMD, Boolean& pfNeedsRelease)
at IESignal.IHooks.get_GetBar(Int32 lHandle, Int32 lBarIndex)
at HistoricalDataServer.EsignalServer.processhistory( Int32 lHandle, HistoryRequest request) in C:\Users\jan\documents\visual studio 2010\Projects\HistoricalDataServer\HistoricalDataS erver\EsignalServer.cs:line 161
A first chance exception of type 'System.InvalidCastException' occurred in HistoricalDataServer.exe

In this example the number of bars returned by
eSignal.get_GetNumBars(lHandle);

was 88179. I was able to retrieve bar 88179 through to 59302 successfully, after which every other bar retrieval failed.

The call to
eSignal.ReleaseHistory(lHandle);

Also gave an error.

NB: this error only occurs when I retrieve dataset with tens of thousands of bars. I also get a similar problems when retrieving time and sales or minute bars.

I have attached an extract from my log to show how the error only occurs after a number of bars have been retrieved.

Hope someone can help with this problem.

Jan

[StarrM]

Hi Jan,

The System Call Failed error you are seeing usually indicates resource issues. Unfortunately, the Desktop API was not designed for high throughput, and this becomes evident when requesting large data sets as you've described. Trading volumes have increased exponentially, such that a request for 2T bars today produces much more data than the same request 5 years ago.

The Desktop API has not yet been updated to accommodate this increased volume, but we have recently submitted a requirements spec for a new version. I do not have an ETA for its release, but we will notify Desktop API subscribers when it becomes available.

[pekos]

Hi,
I got the same error, using the new DesktopAPI_VS2010_W7_64_History version from the file share. I requested 15 days of ORCL 1s (one second) data.

Peter