esignal and TS2ki users

[etrader]

Hello,

Is anyone experiencing "data bursting" issues on emini contracts?

My P4 2.4Gh running TS2k and esignal data manager has been spiking to 100% and staying there on a small turnover of <3000k contracts/min.

This problem has gotten very bad since Mond. of this week. Anyone experiencing this probem?
thanks,
Bing

[ACM]

Bing
FWIW I run TS2k (to collect and store data) and eSignal concurrently in real time and have not been having any of the problems you are reporting.
Irrespective aside from your connection to the servers (which you may want to check) there are a number of things in TS2k/GlobalServer that can impact performance. For example when did you last clean up and compact GlobalServer's database (I am not referring to Nightly Maintenance)? Are you downloading data for electronically traded futures? Are they set up as futures? Since you are also a subscriber to the O-list you may want to search there for Jimmy Snowden's excellent write up on TS2k issues. Solutions are also available in this forum so you may want to search here.
Lastly try running a similar set up using eSignal only and see if you have the same issues.
Alex

[etrader]

Hi Alexis,

I'm running TS2ki with esignal data manager 7.8 to track ESM5 and handful of indices (but these only update once/6 sec so should be no problem here.)

In one workspace, I have 4 charts open on the ESM5, and another 8 windows open to track the exchange indices.

On a turnover of <3k ESM5 contracts/min my cpu spikes to 100%.

I am a subscriber to the O-list and i have read JSnowden's many posts, but w.r.t your questions:

1)i have not done any GS database maintenance other than the nightly maintenance by GS.
2)I'm only downloading and plotting ESM5, set up as an Index.

[DaveN]

I'm seeing the same sorts of problems. Data is bursting and 100% cpu usage. My futures are set up as an INDEX, and I don't keep a lot of history, as I am a scalper. I know that this is not necessarily a setup issue, as I've used the same workspace with another data provider without any problems in faster markets (new symbol names of course, but the same data flowing into GS and the workspace.)

I suspect that this is a server loading and queuing problem, as this is very similar to difficulties that QFeed went through off and on for a few years. GS gets data in bunches and goes to 100% trying to digest it.

BTW, it can help to check your Indicators and other studies. Especially on something that ticks frequently like the ES, on any charts higher than a 1 tick chart, turn off "update every tick" where ever possible and not necessary for your trading.

[etrader]

Alexis,

How many emini S&P charts do you have open? During fast markets i switch to a "lite" mode where i only have 4 emini S&P charts up: 2 5min. and 2 1min. And i have 4 other charts w/ $SPX as a proxy to emini.

This lite mode was always able to keep up with fast market conditions (ie. FOMC rate announcements). But now, even during quiet market activity on <3k emini S&P contracts/min, my CPU now spikes to 100% and begins to lag my broker's quotes..

Bing

[etrader]

This is a post i made today in the 'Data Inquiry' Forum:

-----Mon. Mar.21/05
just to provide some feedback...

I don't know if you guys did anything this afternoon or not, but as i write this, we have been getting some good turnover on emin iS&P 1min. charts where turnover > 3kcontracts/min, as high as 6k/min and my CPU is spiking to 100% BUT ONLY BRIEFLY AND MY TS2K CHARTS ARE NO LONGER falling behind anymore. This is more how my PC use to perform under these conditions.

Actually I noticed this today starting around 2:15pm EST we had bit of turnover on emini S&P, >4k contracts and no CPU staying spiked, and no TS2K chart lagging

HOWEVER, in the morning session today on similar turnover of only 3000 contracts my CPU was spiking, staying spiked for unusally long periods, and my TS2k charts were falling behind.

So if you guys have made some changes today maybe keep this in mind.
-----END

I agree with Dave. I don't think it is an issue of timely delivery of the data packets. For example, when my CPU has been stuck at 100% during fast emini S&P markets, i disconnect my internet connection but TS2k is still at 100% , and continues to update charts. This seems to indicate that their is a backlog of data in the Globalserver and the actual TS2ki charting application (ts32.exe) is spiking to 100% CPU tryign to clear it out.

It seems to be more of a issue of flooding or bursting the data where the sudden volume of data packets overwhelmes ts32.exe

I ported the same workspaces, indicators, symbols over to my P3, 550Mhz and hooked up TS2k on this P3, 550Mhz and connected using 3rd party tools to mybroker's datafeed to feed TS2k realtime with eminiS&P quotes. That P3, 550Mhz CPU did spike to 100% BUT only for brief periods no longer than a second and charts never fell behind. In fact TS2ki charts with this feed was more uptodate during very fast market conditions than when Ts2k is being fed by esignal

Compare that with my P4, 2.4Ghh runnig TS2k using esignal to provide emini-S&P quotes and my P4, 2.4Ghz spikes to 100% AND stays spiked for such long durations that my charts fall behind.

So i guess my natural question to ask is how is esignal sending the data over? Does it send the quotes for each trade as it is executed or does esignal collect some of the trades, then then sends them in succession, and not when the actual trade occured?

[DaveN]

etrader,

This is great news! I was shut down this afternoon, but like you, saw the bursting this morning. LOL, during the selloff early in the morning, my GS was just choking.

I'm looking forward to watching for any changes tomorrow!

Thanks for the heads up.

[DaveN]

With today's FOMC announcement, I got to see firsthand the improvement. My CPU rarely pegged and the data ran well throughout the day.

Only briefly did I notice about a 2 to 5 second delay WRT my IB quotes after the first hard push down. The CPU was fine however. I run TaskInfo which portrays a small graph in my system tray that allows me to look at 10-15 seconds of history. Lately, it has been part of my scan....

Did anyone else fare better/worse with the data feed today?

[etrader]

Same here... my cpu did spike to 100% but able to recover and keep up to date like old times, did not fall behind except for that last hard push down at aprrox. 2:40ish... we had some good turnover of >6kcontracts/min and my charts were upto date.. much better comjpared to last week when mycharts fell behind on only 3kcontracts/min.