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IQFeed Developer Support » Duplicate Q Messages Mar 15, 2018 10:38 PM (Total replies: 0)

TLDR; - Is it normal to expect the occasional duplicate Q message in the feed? Or are these meant to represent two genuine ticks that somehow end up with exactly the same data (including TickID?)

Details:
After doing some analysis on the feed data I receive, there are occasional duplicate tick messages (as in they have exactly the same crc64 value)

For Example, here is a summary of the duplicate lines found in a sample feed from 3/7/18.


Writing CRC Collisions to: IQFeed (3-7-2018).crc
Writing duplicate entries to: IQFeed (3-7-2018).dup
Processed 11734028 ticks
Found 2045 duplicate lines in the file
T: 0
Q: 1983
P: 2
S: 0
F: 60
CRC: 0 - No collisions

Ignoring the F and P duplicates as those might expected... here is a sample of some Q messages which had the same CRC64 value.


Duplicate Line Found on Hash [f612fb7a7fa49e97]
Line 1 [864989]: Q,HPQ,7,23.8700,-0.0800,-0.003340,366424,23.9506,23.7100,23.8600,23.8700,1100,1300,,0.2406,,23.7451,23.9500,0.0100,,,N,,,,-0.0800,0.0000,10.33,-0.970115,-0.0100,-0.0100,0.1249,1,0.010080,39086313,14,4,,9878149,,,,,1897,23.8356,877019989,N,,7,11,,200,09:44:32.512085,7,23.8700,200,09:44:32.512085,01,7,23.8700,200,09:44:32.512085,7,ba,09:44:32.595686,09:44:32.595686,03/07/2018,03/07/2018,03/07/2018,
Line 2 [864991]: Q,HPQ,7,23.8700,-0.0800,-0.003340,366424,23.9506,23.7100,23.8600,23.8700,1100,1300,,0.2406,,23.7451,23.9500,0.0100,,,N,,,,-0.0800,0.0000,10.33,-0.970115,-0.0100,-0.0100,0.1249,1,0.010080,39086313,14,4,,9878149,,,,,1897,23.8356,877019989,N,,7,11,,200,09:44:32.512085,7,23.8700,200,09:44:32.512085,01,7,23.8700,200,09:44:32.512085,7,ba,09:44:32.595686,09:44:32.595686,03/07/2018,03/07/2018,03/07/2018,
Duplicate Line Found on Hash [cada7e85403bc991]
Line 1 [866805]: Q,CTL,7,18.1000,0.0400,0.002215,501587,18.1600,17.8802,18.0900,18.1000,900,800,,0.2798,,17.9100,18.0600,0.0100,,,N,,,,0.0400,0.0000,8.19,-0.964172,-0.0100,-0.0100,0.1900,1,0.015459,19364502,14,4,,12264762,,,,,2470,18.0065,878202946,N,,7,7,,900,09:44:34.129734,19,18.1000,900,09:44:34.129734,01,19,18.1000,900,09:44:34.129734,19,ba,09:44:34.138719,09:44:34.138719,03/07/2018,03/07/2018,03/07/2018,
Line 2 [866807]: Q,CTL,7,18.1000,0.0400,0.002215,501587,18.1600,17.8802,18.0900,18.1000,900,800,,0.2798,,17.9100,18.0600,0.0100,,,N,,,,0.0400,0.0000,8.19,-0.964172,-0.0100,-0.0100,0.1900,1,0.015459,19364502,14,4,,12264762,,,,,2470,18.0065,878202946,N,,7,7,,900,09:44:34.129734,19,18.1000,900,09:44:34.129734,01,19,18.1000,900,09:44:34.129734,19,ba,09:44:34.138719,09:44:34.138719,03/07/2018,03/07/2018,03/07/2018,
Duplicate Line Found on Hash [3ee933e4adea4f37]
Line 1 [869514]: Q,T,7,36.7350,-0.1350,-0.003662,1214701,36.9800,36.5600,36.7400,36.7500,1000,1300,,0.4200,,36.5900,36.8700,0.0100,,,N,,,,-0.1350,0.0000,7.70,-0.952953,0.0100,0.0100,0.1450,1,0.011433,225609215,14,4,,17462057,,,,,5300,36.7725,878205011,N,,11,5,,100,09:44:35.459813,19,36.7350,100,09:44:35.459813,01,19,36.7350,100,09:44:35.459813,19,ba,09:44:37.923864,09:44:37.923864,03/07/2018,03/07/2018,03/07/2018,
Line 2 [869516]: Q,T,7,36.7350,-0.1350,-0.003662,1214701,36.9800,36.5600,36.7400,36.7500,1000,1300,,0.4200,,36.5900,36.8700,0.0100,,,N,,,,-0.1350,0.0000,7.70,-0.952953,0.0100,0.0100,0.1450,1,0.011433,225609215,14,4,,17462057,,,,,5300,36.7725,878205011,N,,11,5,,100,09:44:35.459813,19,36.7350,100,09:44:35.459813,01,19,36.7350,100,09:44:35.459813,19,ba,09:44:37.923864,09:44:37.923864,03/07/2018,03/07/2018,03/07/2018,


The number in square brackets e.g. 'Line 1 [#]' is a local message identifier. Clearly the messages are received very close to one another in time.

This is with the field parameters as follows:

S,CURRENT UPDATE FIELDNAMES,Symbol,Exchange ID,Last,Change,Percent Change,Total Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Tick,Range,Open Interest,Open,Close,Spread,Settle,Delay,Restricted Code,Net Asset Value,Average Maturity,7 Day Yield,Extended Trading Change,Extended Trading Difference,Price-Earnings Ratio,Percent Off Average Volume,Bid Change,Ask Change,Change From Open,Market Open,Volatility,Market Capitalization,Fraction Display Code,Decimal Precision,Days to Expiration,Previous Day Volume,Open Range 1,Close Range 1,Open Range 2,Close Range 2,Number of Trades Today,VWAP,TickID,Financial Status Indicator,Settlement Date,Bid Market Center,Ask Market Center,Available Regions,Last Size,Last Time,Last Market Center,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Conditions,Most Recent Trade Market Center,Extended Trade,Extended Trade Size,Extended Trade Time,Extended Trade Market Center,Message Contents,Ask Time,Bid Time,Last Date,Extended Trade Date,Most Recent Trade Date


Note that TickID is included in the message, and is identical on lines which are found to have the same hash.

So, given the rather low occurrence of these duplicates (< 0.02%) this is probably not much of a concern for most analyses, but I was curious if this is expected behavior in the feed either way.

Thanks!


Time: Thu April 9, 2020 6:32 AM CFBB v1.2.0 15 ms.
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