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»Forums Index »Product Support »Data and Content Support »Live tick data is different from historical tick data (live reporting more ticks)
Author Topic: Live tick data is different from historical tick data (live reporting more ticks) (2 messages, Page 1 of 1)

bludev
-Interested User-
Posts: 16
Joined: Nov 14, 2012


Posted: Sep 19, 2017 01:04 AM          Msg. 1 of 2
We found that some live tick data are different from historical tick data.

Live reporting more ticks than historical. These differences occur quite often throughout the day (thousands of ticks different).

Both live and historical use the same IQFeed on the same machine.

Live
Q,@ESZ17,09/18/2017,08:18:09.681,2501.75,1,298390
Q,@ESZ17,09/18/2017,08:18:10.080,2502,1,298393
Q,@ESZ17,09/18/2017,08:18:10.080,2502,1,298393
Q,@ESZ17,09/18/2017,08:18:10.080,2502,1,298393
Q,@ESZ17,09/18/2017,08:18:21.772,2502,1,298413
Q,@ESZ17,09/18/2017,08:18:27.135,2502,1,298440
Q,@ESZ17,09/18/2017,08:18:27.135,2502,1,298440
Q,@ESZ17,09/18/2017,08:18:33.750,2502,2,298461
...
Q,@ESZ17,09/18/2017,10:40:49.321,2504,6,777536
Q,@ESZ17,09/18/2017,10:40:52.318,2504,7,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,5,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,3,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,3,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,3,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,3,777627
Q,@ESZ17,09/18/2017,10:40:55.292,2504.25,1,777748
Q,@ESZ17,09/18/2017,10:40:55.292,2504.25,1,777748
Q,@ESZ17,09/18/2017,10:40:56.993,2504,2,777772


Historical
Q,@ESZ17,09/18/2017,08:18:09.681,2501.75,1,298390
Q,@ESZ17,09/18/2017,08:18:10.080,2502,1,298393
Q,@ESZ17,09/18/2017,08:18:21.772,2502,1,298413
Q,@ESZ17,09/18/2017,08:18:27.135,2502,1,298440
Q,@ESZ17,09/18/2017,08:18:33.750,2502,2,298461
...
Q,@ESZ17,09/18/2017,10:40:49.321,2504,2,777536
Q,@ESZ17,09/18/2017,10:40:49.321,2504,6,777536
Q,@ESZ17,09/18/2017,10:40:52.318,2504,7,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,5,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,1,777627
Q,@ESZ17,09/18/2017,10:40:52.318,2504,3,777627
Q,@ESZ17,09/18/2017,10:40:55.292,2504.25,1,777748
Q,@ESZ17,09/18/2017,10:40:56.993,2504,2,777772

Which one is correct? Is live reporting more ticks or is the historical missing some ticks?

Thanks

DTN_Tim Walter
-DTN Guru-
Posts: 1180
Joined: Apr 25, 2006


Posted: Sep 19, 2017 06:52 AM          Msg. 2 of 2
Good morning,

It looks like something is duplicating messages in your live feed. Do you have a developer account with us? If so, I would suggest reaching out to us at the email given on this page, (you must be logged into your developer account for it to work) http://www.iqfeed.net/dev/support.cfm, and we can dive in to what options exist within our API.

Tim
 

 

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