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adding 500 symbols to the Active X api locks up big time

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  • adding 500 symbols to the Active X api locks up big time

    Hello all;

    I have written a C# application that uses the ActiveX component. All it does is subscribe to a set of stock symbols and respond to their quote change events. We had subscribed to 100 symbols and that worked pretty well.

    We just signed up for a 1,000 symbol account limit. Trouble is, when we increase the symbol count to around 500, E-Signal locks up like a drum.

    I can provide a sample application to an E-Signal support staff if that helps. This is a critical issue for us.

    HELP!!! Like I mentioned, 100 symbols works fine. 500 (boom)

    I am requesting the symbols as follows:

    m_oHookClass.RequestSymbol(symbol, 0);

    I am registering an event handler as follows:
    m_oHookClass.OnQuoteChanged += new _IHooksEvents_OnQuoteChangedEventHandler(OnQuoteCh angedEventHandler);


    On a somewhat related problem/issue, It would be so nice if the quote actually came back with open/close and volume in it. I am forced to also register for history with the following call:

    iHistoryHandle = m_oHookClass.get_RequestHistory(symbol,"D", IESignal.barType.btDAYS,1,-1,-1);

    and then get the data from the following callbacks:
    m_oHookClass.OnBarsReceived += new _IHooksEvents_OnBarsReceivedEventHandler(OnBarsRec eivedHandler);
    m_oHookClass.OnBarsChanged += new _IHooksEvents_OnBarsChangedEventHandler(OnBarsRece ivedHandler);


    I can be reached by e-mail: [email protected]
    Office phone: 650-230-4099
    Cell: 650-333-1267

    Thank you in advance.

    Tim Beauchamp
    Sr. Software Developer
    Istante Software (formally Iteration Software)

  • #2
    Tim,

    You are definitely running into the limitations of the API, where streaming more than about 300 quotes will cause eSignal to "lock-up". We have an XML feed that will have enough horsepower to handle your needs. I will call you shortly.

    Robi

    Comment


    • #3
      Another potential is to use the DDE interface for the straightforward quotes, and then the ActiveX when you want something additional.

      This lets you get closer to the provider of the data w/o extra overhead going through higher-order and slower interfaces.

      Would like to use the turbo feed myself, but apparently they aren't disclosing it to us mere mortals...

      -Jim

      Comment


      • #4
        You must realize that the Standard API is also probably more than most are willing to spend. It also takes a fairly serious commitment, as it is quite complicated. We are developing a middle-of-the-road data feed that is in an XML format, which may be of interest to you.

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