Is anyone else having issues with the reliability of the IH server?
I’ve only been using it for a few weeks and it is buggy. During busy times (e.g. 4pm eastern) I’ll request ticks for the day, and it will either return empty (with no errors) or return only a few minutes worth of ticks. You can always tell the data is bad when it returns in <1s.
So in my code I have a loop, that if tradesReplay callback returns too soon, delete data logout and wait 30 seconds and try again. Just today I it had to attempt 5 times.
I have not gotten much help from RApi support at all, every day for the past week and a half I’ve emailed them and sent them my logs. To simplify things I wrote code just to download data.
I logged the start/end epoch values from the TradesReplay return class to confirm the epoch values were correct.
First it was suggested that I maybe sending the request before IH server logged in. I was not, but since I had a conditional wait that would trigger the replayTrades method nanoseconds after logging in, I thought maybe it was happening to fast. So I added a one second wait. Then it was suggested that I should just record the earlier trade data rather than request it! I have not heard much since other than they have not been able to replicate and despite the logs showing the callback is returning in milliseconds they have offered no suggestions. They did claim to have some hardware issues last week but no advice. I even sent my source code today!
I’ve seen in other forums that those who use rithmic with sierra have also had issues with intraday historical ticks. Sierra’s answer is basically not to use rithmic but to use denali.
Downloading ticks at the end of the day for optimization purposes is not a big deal. But I start my trading at 11:00, and my system downloads earlier trades. Since historical ticks and live ticks use the same callback, unless I check every tick, I have no way of knowing if I am getting crap data or no data at all. Checking every tick is expensive.
So for now, I’m forced to start my system before RTH and have it record ticks so I do not have to request. This is not right considering I’m paying for the RApi and datafeed.
I am at my wits end, any suggestions?
P.S. I should add, when the data does come in ( which takes a few seconds ) it seems pretty accurate, as I checked it against my IQfeed data, which has not expired