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» Historical data delay
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| Author | Topic: Historical data delay (5 messages, Page 1 of 1) |
 semenchikus -Interested User- Posts: 12 Joined: Mar 28, 2016 |
Posted: Apr 18, 2016 02:24 PM
Msg. 1 of 5
Hello,
Could you provide me any information about timelines of historical data delay? I've encountered that when I'm requesting HID command the last row is delayed sometimes comparing to the time of request. For example, if request was the following: =17:28:01.737 DEBUG [connector_LF#C_1]: >>> HID,LF#C,60,1,,030000,,1,HID_LF#C Response was: ... HID_LF#C,2016-04-08 12:14:00,6149.5,6148.0,6148.5,6148.5,95435,31, HID_LF#C,!ENDMSG!, I'm subscibing to realtime data at the same time. The time difference between realtime tick data (Level1Update - Most Recent Trade TimeMS field) and historical interval data from the example above was 4 minutes. So I need to find a way to decrease this difference. Thank you. |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Apr 18, 2016 02:44 PM
Msg. 2 of 5
Hello,
I sent an email your way requesting a little bit of information regarding your account so I can try and troubleshoot this, please just reply to that and I will be happy to take a look. For a history request of this size our servers will return in a sub-second fashion, so I can't think of any reason you would be seeing any delay off the top of my head. Tim |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Apr 19, 2016 08:49 AM
Msg. 3 of 5
Your log is not showing this, but in the request that reached us, you had an end time of 12:13:00 specified.
The last second of that request, 12:13:00 is part of the 12:14 bar, so you received all bars from that day up until and including 12:14, which accounted for 554 datapoints. So I would advise to check to see where a time might be getting added there. Looking at other interval requests done at the same time, @TFS and @VX#C had end times of 12:18, where as EZ, BL, BD, BX, LG and others had end times of 12:13, just like LF did. I also sent you an email requesting some additional logging information, but as a matter of record for others, I wanted to make a note here as well. Tim |
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semenchikus -Interested User- Posts: 12 Joined: Mar 28, 2016 |
Posted: Apr 20, 2016 12:46 AM
Msg. 4 of 5
Looks like I simply do not subscribed to the LF and LG instruments. There are reproducible 15 min delays in the historical data.
Thank you for your help! |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Apr 20, 2016 12:50 AM
Msg. 5 of 5
Well if you want to get the real time added on, you can add it via the website, via the manage account link or if you like you can just send us an email and we can try to process it that way, though some faxing of exchange agreements back and forth may be required for that. But, either way, let us know what you want and we'll be happy to help.
Tim |
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