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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical and Live Data switching
Author Topic: Historical and Live Data switching (2 messages, Page 1 of 1)

orderflow
-Interested User-
Posts: 7
Joined: Aug 12, 2010
Posted: Feb 18, 2013 06:30 AM          Msg. 1 of 2
Our requirement is that, when the application launches it should fetch historical data from last N days till current time and from the current time live data should be fetched.
Last record we got from Historical data has Tick Id = 544207
And the first record of of live tick has Tick id = 544313.

Is there a possibility that some ticks can be missed during the transition from Historical and Live? Also if there is a possibility of duplicate Tick Id in historical and live data, how we can avoid it?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Feb 18, 2013 06:46 AM          Msg. 2 of 2
The best way to use the tick ID's would be to look for an overlapping tick id between the historical data and the stream in order to sync up the two. Start the stream, then request historical data and look for the overlapping tickID. You will see gaps in the tick ID's; this is normal and doesn't mean you missed any data. You shouldn't see a "duplicated" tick ID (in other words a tick ID that repeats for the same symbol).
Jay Froscheiser
Vice President, Active Trader Products
 

 

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