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» Duplicate tick Id
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| Author | Topic: Duplicate tick Id (3 messages, Page 1 of 1) |
 rcardare -Interested User- Posts: 5 Joined: Jun 8, 2011 |
Posted: Nov 4, 2015 07:03 PM
Msg. 1 of 3
I am trying to look up historic tick data and curious about duplicate tick id's. What causes this?
HTT,@ESZ15,20151103 205959,20151103 210100,,,,1,$LT39, $LT39,2015-11-03 21:00:01.032,2106.25,1,15314,2106.25,2106.50,7105687,C,43,01, $LT39,2015-11-03 21:00:01.099,2106.25,3,15317,2106.25,2106.50,7105693,C,43,01, $LT39,2015-11-03 21:00:01.099,2106.25,1,15318,2106.25,2106.50,7105693,C,43,01, Thanks, Rick |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 4, 2015 10:13 PM
Msg. 2 of 3
Rick, take a look at http://forums.dtn.com/index.cfm?page=topic&topicID=4067 regarding the MDP 3 protocol changes from CME. They are now sending bundled trades which we then unbundle. Unfortunately all the trades that were bundled will have the same tickid. I hope this helps.
Jay Froscheiser Vice President, Active Trader Products |
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rcardare -Interested User- Posts: 5 Joined: Jun 8, 2011 |
Posted: Nov 4, 2015 10:32 PM
Msg. 3 of 3
I read that but somehow missed that. Thank you.
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