Delay in Subscription and Requested OHLC data - US Equity Market opening phase

tt1057

Hi,
I have issues with requesting historical bars(ohlc) as well as with timeseries subscription via the .net API. It mainly happens when the US stock market opens at 9:30 EST for about 15 minutes. When I request historical bars, it can take up to 10 minutes before I get a response. During normal operation, this sort of request is responded to within 50 ms to 200 ms.

When I subscribe to bar updates/Timeseries subscription, that for the first up to 7 minutes, some instruments/stocks do not update the data - do not fire an event within the API.

Currently, I am monitoring these symbols:

"AAPL" "ADBE" "AMAT" "AMD" "AMGN" "AMZN" "AVGO" "CHTR" "COST" "GOOGL" "INTC" "INTU" "META" "MSFT" "NFLX" "NVDA" "PEP" "PYPL" "QCOM" "SBUX" "TMUS" "TSLA" "TXN" "ZM"

And then I subscribe the rics with an O (‘*.O’ ) at the end, like this ADBE.O .

I did not post any code snipplets here, since above issues normally vanish after 15 minutes of the US Equity markets are open - 9:45 EST - so code works flawlessly.

My assumption is, that there is not enough computing power when the US market opens.

Any idea on how to improve this?

Thanks for your support.
Mike

Jirapongse

@tt1057

Please specify the API that you are using.

Is it App Studio - .NET SDK?

The code looks like this:

private ITimeSeriesDataService _timeSeries;
private void Initialize(){
    _timeSeries = DataServices.Instance.TimeSeries;
    _timeSeries.ServiceInformationChanged += timeSeries_ServiceInformationChanged;
}
private void timeSeries_ServiceInformationChanged(object sender, ServiceInformationChangedEventArgs e){
    Debug.Print("{0}: {1}", e.Information.State, e.Information.Message);
}

tt1057

Hi, thanks for the follow up.

Yes, something has improved greatly. The delay seems to be gone for most of the symbols.

Currently, I only experience issues 4 out of 5 days, with these symbols:
SBUX.O and MSFT.O .I need to subscribe them up to 10 times, before they are bringing data to me.

Thanks for your support in the background!

Mike