Hello,

I am doing some preliminary tests with the historical socket in iqFeed.

I have had the impression that iqConnect serializes the requests made through
the socket and I would like a confirmation about this.

I have made just to test two different historical requests one after another

_histSocket.writeLine("HTX,@ESU13,1000,1,T1,2");
_histSocket.writeLine("HTX,@ESZ13,1000,1,T2,2");

our aim is to collect historical data from different maturities to make
a trade strategy based on that.

I see that the 1000 data points come after one another, that is
first all the data points which starts with request T1 come and
then all the data points which starts with T2.

Can I assume that this is always the case? Would I never
have a mixture of lines from the socket, for example 3 lines
which starts with T1, then 2 lines that starts with T2, etc...?

Another question. If this is the case... from your point of you
is it the same if I made the two requests immediately or there
is nothing to gain (in speed) from making the first request,
collecting all data and then making the second request?

...

Another question, what if I opened two sockets to iqConnect
and made two parallel requests there? Would I gain something
in terms of speed?

Thanks

Hello, you are correct that requests made on the same connection to IQFeed are serviced serially. There is a very slight performance increase (mostly noticeable on small requests) that can be gained by having at least one additional request queued at all times.

Requests made on parallel connections to IQFeed are serviced in parallel so if you are wanting better performance, multiple connections is certainly the way to go.