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»Forums Index »Product Support »Data and Content Support »Timestamp Issue
Author Topic: Timestamp Issue (3 messages, Page 1 of 1)

-Interested User-
Posts: 25
Joined: May 23, 2006

Posted: Feb 27, 2008 06:44 PM          Msg. 1 of 3
Any ideas what is causing the problem described here?

Our best guess is that your timestamp message has the prior day's time value, but the next day's date around midnight when it is sent.

-Interested User-
Posts: 25
Joined: May 23, 2006

Posted: Feb 27, 2008 08:24 PM          Msg. 2 of 3
I just realized that it may not be obvious as to my conclusion being that you don't understand how we do time stamp processing. being that the trade does not contain a date but only a time, we know that the date from the timestamp last received could be off by one day. We automatically make an adjustment for that. What I would like you to do make absolutely certain that when you transmit timestamp message that the date and time values are correct and correspond to each other.

-VP, Product Operations-
Posts: 1754
Joined: May 3, 2004


Posted: Feb 27, 2008 09:05 PM          Msg. 3 of 3
Anthony, I think this issue is caused by a bug that has plagued us for the past few months. Unfortunately, it only happens periodically enough that we haven't been able to test our fixes effectively. We have new history server code in final QA testing and it appears this problem has been fixed in this new version (which is currently scheduled for release on 3/9). The problem occurs when we receive a tick exactly at midnight. Our servers are datestamping that tick to be the next day, while the time is the previous day. It was my understanding that the tick should have been corrected yesterday afternoon on our servers however. Thus, reloading the data should have corrected it if customers clear the stored data and reload.

Again, the new servers should have this problem corrected (in addition to various enhancements such as more tick data and full exchange based tick correction).

Jay Froscheiser
DTN - Trading Markets


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