IQFeed-Streaming-updates-issue-in-Quotes-and-Price-Triggers-Solved

Not enough information.
What does the Log Viewer say?

The log viewer says IQFeed connected. When I turn on streaming on a chart or quote tool the green light comes on as if the streaming is working but no updates are coming through.

The data updates through data manager work fine. It's only the streaming affected.

Here is an example. If I pull up a security with data source IQFeed the history populates correctly but no streaming data comes through and no updates from the moment I select the security. There is nothing in the log viewer indicating anything is wrong.

side by side with td streaming

So the problem is premarket. Deselect the IQFeed option for RSO.
See how this works in the Help (F1) > IQFeed.

After changing the RSO setting, you should restart WealthLab to reconnect the client with the new setting.

Thanks, I didn't think of it.

The minimum client compatible with the WL8 IQFeed Provider is the 6.1 IQFeed client.
Install IQFeed 6.1 or later.

It was actually the 6.1 that didn't work. 6.2 worked fine.

I can't get IQFeed (or any other provider) to stream on the Quotes window. IQFeed streams fine on the Chart. I'm running WL Build 104.

This is the first time I tried to stream on the Quotes window for WL8, so I'm probably overlooking something.

File > Offline Mode?

Did anyone figure out why the live quotes doesn't work with IQFeed 6.2 and WL8 IQFeed ver 27?

I wasn't even aware of a report of a problem with ver 27.
There certainly wasn't anything changed that could have caused that problem, except the build process itself.

.. but we're looking into it now.

This is the first I'm hearing of any issue, so far cannot replicate!

Until we get this sorted out, we provided a link on the IQFeed page to drop back to Build 26.

We're not having any trouble with IQFeed builds 26 or 27 on our Windows machines, but we do see the problem with IQFeed streaming with both 26 and 27 on a remote server. We'll investigate, but it might help to know the environments you're running on - please post it here.

fwiw, I'm using IQFeed 6.2.0.25 on the machine that works. It shouldn't matter though as our IQFeed provider is compatible with 6.1 and higher.

QUOTE:
File > Offline Mode?

I tried toggling Offline Mode on and off. That didn't help. I'm running IQFeed Build 27 under Windows 10 Pro. I have a workstation.

But my problem may be unrelated to IQFeed because I can't get streaming on the Quotes window to work with any provider, not just IQFeed. Again, streaming works fine with IQFeed on the Chart.

QUOTE:
... so far cannot replicate!

Try replicating it with the Dummy Broker with IQFeed streaming. Oh wait, I discovered something. The Broker pull-down menu is frozen, so this is a WPF problem when the Dummy Broker is the only installed choice. Interesting.

Not frozen, it's disabled.
We don't allow you to change the broker while Streaming is enabled.

QUOTE:
We don't allow you to change the broker while Streaming is enabled.

Confirmed. I didn't know that.

I have more news. If I add AAPL with the Add Symbol(s) box, streaming fires up for a split second, then it freezes again. See screenshot below. It looks to me like this is a WPF problem with the Quotes window.



I only have the Dummy Broker installed in WL8. Do you think that's an issue? I don't think it has anything to do with IQFeed because the Quotes window doesn't stream with the other streaming providers either.

QUOTE:
doesn't stream with the other streaming providers either.

Thank you. Good clue. That's consistent with our remote server too.

QUOTE:
That's consistent with our remote server too.

Thanks for that update. So you're saying this has something to do with Local Group policy on the Pro (my version) and Server versions of Windows?

Have you been able to reproduce it with other Windows 10 Pro versions with similar Local Group policy? Which Group policy settings are we talking about? This might be a Microsoft support question.

Let me add that the WL6 Quotes window streams just fine, but that uses Windows.Forms, not WPF, so its Local Group policy affects will be different.

It does not stream here on Win 11 or my remote Win 2022 Server neither.
The only way to see the current (frozen) price is to add a new symbol (type it into the input field and press enter).

This is my Win 2022 machine. Prices are frozen independent of the selected streaming provider (tried IQFeed and IBKR):



Works perfectly fine in the chart window.

QUOTE:
The only way to see the current (frozen) price is to add a new symbol (type it into the input field

Yes, that's what I was talking about in Post #18.

So you see this problem on Windows 11 as well. I wonder if that's the Pro or Home version?

I wonder if a Windows Update security patch may have started it? What version of WL did it start happening?

Windows 11 Pro.

I don't remember it ever working for me, however I started using WL only with build 100 ;-) - I did try it in build 100 or 101 but just shrugged my shoulders and moved on to other features as I was not focused on the Quotes window.

Are these virtual machines, VPNs, or actual hardware? We're trying to pin something down here, so far have not been able to ascertain exactly what situation is causing this, like I said it's good on all of our hardware but failing on one older Windows server we access over RDP.

My Win 11 Pro machine is bare-metal (no virtualization) - modern machine with Z790 chipset. The Windows 2022 Server is a Hetzner Cloud virtual machine.

Happy to jump on Zoom or let you play around with it in case it would help.

I'm using Alienware M16 with windows 11.

QUOTE:
... or actual hardware?

I'm on a real workstation (older GIGI Byte motherboard) running Windows 10 Pro.

I don't think it's the hardware, but rather the Local Group Policy of the OS. The "Pro" versions (and server) have a somewhat different Group Policy than the "Home" versions. I would call Microsoft support and ask how you can compare the Group Policy configuration of one machine against the other.

What you really need to do is break one of your machines by installing my Group Policy into it. But I don't know how you do that.

The problem is Windows Update manipulates Group Policy to adjust security settings and that creates different Group Policy settings across machines.

Is the WL installer messing with Group Policy at all?

Did you ever create a command line switch(es) to not load some of the extensions? If so, we could try that switch to see if it fixes the problem.

If you did a remote debugging session on my machine, would that tell you something?

One of my 4 machines still has the soon-to-be-end-of-life Win 10 Pro on it.
Default Group Policies (i.e. Not configured)
Everything works fine.

Streaming Last Price Updates doesn't work in Accounts either.

QUOTE:
... my ... machine still has ... Win 10 Pro on it.
Default Group Policies ... Everything works fine.

My Win 10 Pro has default Group Policies and Quotes window streaming doesn't work.

So the conclusion is it isn't Group Policy. But it is OS and installation dependent somehow. It sounds like you'll need to do a remote debugging session on one of our machines to find the source of the problem.

QUOTE:
Streaming Last Price Updates doesn't work in Accounts either.

Streaming Accounts window updates are spotty. It's like the Quotes window. If you force a change, it updates for a split second, then freezes again. Something isn't right. But the Accounts window works a little better than the Quotes window, which is totally frozen.

UPDATE: Let me add, both Fidelity Active Trader Pro and ATP Beta work just fine as far as WPF real-time streaming updates on my machine, so the problem is somewhere in the WPF streaming updates of WL8 itself that's the problem. And it's not dependent on the WL streaming provider. At least we have it narrowed down to that.

It suddenly occurred to me what might be causing the Quotes window streaming/updating problem on some systems and not others. It a threads scheduling problem. The thread(s) that communicate between the streaming provider and the WPF system need more thread execution priority.

And those systems with "extra" parallel-core execution time won't see a thread priority problem. But older systems, or systems with many background tasks going, will struggle if the thread priority for real-time streams isn't set just right.

This also explains why the Quotes window briefly unfreezes when a change is published to it. The thread that needs execution time briefly gets it. So what you have is thread execution starvation or live lock.

Good luck debugging the thread execution priority problem. But at least you know it's the threads that move the data from the streaming provider to the WPF dispatcher that have the priority problem, so you know where to look. But you really need an overloaded system (say an old, slow, over burdened computer) to tune the thread priorities up. The Visual Studio execution profiler may help if you can find an old, overburdened computer (say with 4 or less processor cores) to model the problem on.

Who knows? But I'd point you to Post #26.
We're working on it. Fortunately one of our servers exhibits the problem.

QUOTE:
Fortunately one of our servers exhibits the problem.

That would be your best bet for tuning the thread priorities correctly. It would be pointless to try to tune them on a system that isn't exhibiting the problem.

Another option would be to take a Windows 11 machine and disable some of the processor cores until you see the thread scheduling problem. But I don't like this "contrived" approach as much. The modern system is missing the hardware and buffering choke points the older system has, and you need those choke points for proper tuning.

Normally a Windows application wouldn't have a thread scheduling problem. But WL is performing streaming with real-time updates to its windows (like Quotes) that requires real-time execution (like sorting) on the application side. So that sorting activity requires more thread priority. It's a weird real-time requirement for a Windows app.

The problem is the IQFeed client, and we weren't catching the protocol error message. Our server was running the 6.1 client, which is the protocol we use for everything except quotes. For quotes our IQFeed Provider specifies 6.2.

Anyone having trouble with IQFeed streaming should download and install the 6.2.0.25 client from IQFeed's website:
https://iqfeed.net/index.cfm?displayaction=support&section=download

Incidentally, our IQFeed page specifies that the IQFeed 6.2 client (minimum) is required - since 2/10/2023, Build 11.

QUOTE:
The problem is the IQFeed client,... For quotes our IQFeed Provider specifies 6.2.

Anyone having trouble with IQFeed streaming should download and install the 6.2.0.25 client from IQFeed

As my screenshot shows in Post #9, I'm running the 6.2.0.25 IQFeed client and I still have the problem with the Quotes window freezing.

Sounds like you don't have a machine to reproduce the problem. If you want to perform a remote debugging session on my machine, let me know.

I have the issue using client 6.2.1.20 - however, it's not limited to IQFeed, Interactive Brokers also does not stream and numbers remain frozen.

Sounds like a difficult issue to debug..

Try again with Build 106 when released. We backed out a Quotes window optimization from a few builds ago that is probably the culprit.

Build 106 is ready. Let us know the verdict.

@superticker, @mattsea
All good with Build 106?

The IQFeed build doesn't matter, but it would be good for some customers to put some hours in with Build 28.

Quotes are streaming again with build 106. Just loaded it last night.

Thanks.

The Quotes window is streaming as expected for IQFeed. I'm running WL Build 106 and IQFeed 28.

However, for Yahoo streaming, it seems to stream, but the Size column is all zeros. Is that expected? See screenshot.



Morningstar streaming for the Quotes window doesn't seem to work at all. So Morningstar streaming has a problem. I think it's streaming is very restricted.

idk about Y!, but Size isn't really useful in the Quotes tool. Anything that makes it there should be a full lot trade (100 shrs min), which are the only trades that contribute to charting, by industry standard.

It looks like Yahoo! streaming volume needs some work. Even if it were working correctly/accurately, the "size" would be a conflated volume calculation over a period of several seconds. So it's not really a trade size at all, like it would be for IQFeed - which is also somewhat meaningless in the Quotes tool since all "ticks" could not possibly be displayed sequentially.

Just to confirm from my side as well - streaming in the Quotes window works again. Thank you for the fix!

Thanks for the reports. We can finally put this one to bed.
(Yahoo! volume will be better in Build 107 too.)