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»Forums Index »IQFeed Developer »IQFeed Developer Support »Ordering of concurrent update messages
Author Topic: Ordering of concurrent update messages (2 messages, Page 1 of 1)

Nibbler99
-Interested User-
Posts: 4
Joined: Jun 9, 2008


Posted: Jul 28, 2010 03:11 PM          Msg. 1 of 2
Hi, I'm wondering what I can assume about the original ordering of update messages with the same timestamp. I can see a few options:

1) no ordering can be assumed
2) updates from each market center are ordered with respect to each other only, however, trade, bid and ask updates must be computed separately based on the update type and the appropriate market center code (fields 63-65)
3) all updates are ordered correctly

Any ideas?

Thanks, r.

DTN Brian Wood
-Interested User-
Posts: 17
Joined: Jun 2, 2004


Posted: Jul 29, 2010 02:47 PM          Msg. 2 of 2
The updates are sent out in the order they are received from the exchange. There is no reordering or generation of data done by us. The exchange may resend stuff so you shouldn't assume it's going to be in prefect time order. They can send it to us however they want and we send it to you in the exact same order we receive it from them.

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