Generic Question: Canceling a specific realtime market data stream

[karunkrishna]

I have three strategies that all make requests for ES Futures but with varying bar_period

• ES Futures at 60 seconds interval
• ES Futures at 200 tick interval
• ES Futures at 2 hour interval

• There are times when my strategy disconnects( Say for example ES Futures at 60 seconds) As a result I request the @ES#60sec again. This results in two active streams now for @ES#60sec Is there a way to cancel the previous listener (giving some kind of unique stream identifier string); and then making the required request again I see a api for unwatching a symbol, but not sure if that would cancel all 3 of my marketdata as they are all @ES#

[akapur]

Unfortunately, there is no identifier for each request. So you are probably going to have to unwatch and rewatch everything. Generally, when I want bars at multiple intervals, I subscribe to bars at the smallest interval size (or even all trades) and maintain bars at the larger interval sizes myself.

I would try to figure out why IQFeed is dropping one of your requests. I don't make requests for multiple bar sizes like you do but I haven't seen IQFeed drop a real-time data request before. Unfortunately that is likely an IQFeed issue not a pyiqfeed issue. pyiqfeed is only an interface on top of IQFeed.

On Fri, Apr 23, 2021 at 2:40 PM karunkrishna @.***> wrote:

I have three strategies that all make requests for ES Futures but with varying bar_period

• ES Futures at 60 seconds interval
• ES Futures at 200 tick interval
• ES Futures at 2 hour interval

There are times when my strategy disconnects( Say for example ES Futures at 60 seconds) As a result I request the @es https://github.com/es#60sec again. This results in two active streams now for @es https://github.com/es

60sec

Is there a way to cancel the previous listener (giving some kind of unique stream identifier string); and then making the required request again I see a api for unwatching a symbol, but not sure if that would cancel all 3 of my marketdata as they are all @es https://github.com/es#

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[karunkrishna]

Looking for some pointers on what has worked for you I think I need to architecture how I am request market data per algo

• Are you running you iqfeed instance on windows or ubuntu-wine instance?
• What is your OS, CPU Core, RAM size like?
• For your architecture, are you using a pub/sub model? Redis etc?

[akapur]

Not an issue with pyiqfeed.