Symbol Limits

[Greg Jessup]

I am listening to 525 symbols today and ASP will run for about 5-10 mins and then hang (Not Responding). Has anyone attempted to listen to this many symbols?

-Greg

[josh franta]

what connector are you using?

the most I have done is around 200 at once. at present the
benchmarks put inter-application throughput at about 20K/ticks a
second, so if you were doing 500 symbols and your average tick rate
exceeded about 40ticks per second across all symbols, (or a little
lower than that if your machine was doing other stuff) then it could
get behind processing ticks.

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[Greg Jessup]

I am using TD right now. Is there an easy way to measure throughput.

[josh franta]

you have 500 symbols running in TD connector? is this with the
activeX component?

if you had tick recording on in ASP, you can load up replay for today
and see how many ticks it loaded in messages window. Then divide
by how long you ran ASP for.

it might not be a bad feature to add a ThroughputTracker component though.

[Greg Jessup]

Yeah, with activex. Ran for 522 yesterday, today 525 and blowing up. Seems odd

[josh franta]

Those 3 new symbols must've been especially evil. lol

tick volume varies a lot from day to day.

Can you check that connector in?

[Greg Jessup]

I checked it into the branches, its not fully complete, as I was using it to test my startegy more than actually trade with. Price feed works, just not all of the order related stuff.
Also added a debug window to the broker, and a toggle for debug. Debug sends my orders to a database, since TD doesn't have a dev environment.

[josh franta]

thanks.

when I built the current connector, I tested with limits outside the
market in their live account.

[Greg Jessup]

That is fine from an order perspective, but I was more concerned with making sure my logic was working across 500 symbols, so the way I did it made more sense.

[josh franta]

I would have probably just overriden my sendorder function and dumped
those somewhere else, rather than routing em out... not messed with
server side stuff at all.

[Greg Jessup]

Yeah, probably the right thing to do