1000-2000 symbols+ tick by tick data over ADSL - Bandwidth ? Your experiences?.

Discussion in 'Data Sets and Feeds' started by mokwit, Jul 7, 2013.

  1. mokwit


    Ok eSignal has a symbol limit of 2500 which I need to cover markets of interest. What I am wondering is how much bandwidth does that require - i.e. ADSL or do you need leased line. Would be interested in peoples experiences of streaming this many symbols/fields - ideally would like to receive last, last size, BBO depth for 2500 stocks.

    Not sure my 2.5MB within Bangkok but more like 56k dial-up bandwidth internationally to eSignal server will cope.
  2. vicirek


    ADSL has enough bandwidth to deal with the data. Market data is just numbers and characters, sometimes compressed and does not use that much bandwidth. I do not have any numbers to back it up but leased line would not be much better than ADSL in terms of bandwidth. It could be more reliable with fewer hops between servers but that's all.

    By the way not all symbols are very actively traded so that is also helpful.
  3. Dude, here is something for you.

    I pull in top like 10mbit.

    Most of the time below 3. All in all the data transferred is around 1.8gb per day - some are 3gb.

    Symbol count? Varies - 250k to 350k. THat is k as in thousand. Basically 5 exchange (all of the CME group), all futures, indices, spreads, options. Full order book.

    Any lower end DSL line could handle this.

    DSL is FAST.
  4. It is even possible now to transfer the entire US equities market via ADSL. QuantQuote TickView pushes 7000+ symbols and bandwidth usage stays well under 2-3Mbps most of the time. It is all about having good compression.
  5. Expect problems trying to do this in TH.
  6. mokwit


    Thanks to all - some interesting points - I think I will just have to try it and see how it works out - seems ADSL can handle it from answers above but I am expecting problems in TH as my 2.5MB local ADSL narrows right down to maybe 300k once you go international - also if the ISP is going to go over it's bandwidth packets get discarded like confetti. My saving grace may be that I will screen out really active symbols so that will lessen the load.

    Have emailed eSignal to see if they can give me indication of bandwidth required (I know, why didn't I do that before) - will revert with info.
  7. If oyu have such a world class crappy connection, consider putting / renting a server in a data center. Then you can do the data collection / processing from there. No lost packets, bandwidth galore (mine has 1gbit, 10.000gb free traffic per month).
  8. mokwit


    Hmmm, interesting suggestion - will follow up, but someone somewhere has to pay international bandwidth and I suspect that person will be me.

    I note your point about how much data you are streaming - gives me hope - but assume highly compressed? Point about eSignal is the money goes on marketing so not sure how much resources invested in tech (Worden product has a highly compressed tick level datafeed though - all major US exchanges)- when I used eSignal years ago it was minutes behind on Hang Seng when it kicked off - don't know if it was their server/tech or maybe an advanced taste of what to expect when streaming 2000 symbos via my ISP. Leased lines costs are prohibitive in TH.
  9. Well, seriously - bandwidth IS cheap. Depends a lot where you are though ;)

    And in this business you better be expected to pay ;)
  10. mokwit


    It SHOULD be cheap but in Thailand seemingly not, even though the state telco monopoly has been broken and ISP's can construct their own gateway and I assume pick their carrier.

    last time I checked (a while back) the state telco was using Teleglobe leased lines. Not sure of any reason to use them other than maybe being understanding of local 'cultural practices'. Have dealt with Teleglobe twice - weird people IMO.

    Yeah I expect to pay but it all adds up so always looking tokeep fixed costs down - maybe this is an area where I will just have to stump up :(

    Also last time I checked they route via US except in tourist season when they route via Korea.............

    Edit - Routed to Hong Kong via US from Bangkok
    #10     Jul 21, 2013