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» Out of order timestamp @NQ @YM
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| Author | Topic: Out of order timestamp @NQ @YM (8 messages, Page 1 of 1) |
 boze man -Interested User- Posts: 37 Joined: Oct 25, 2012 |
Posted: Feb 20, 2013 06:02 PM
Msg. 1 of 8
Hello
I am using Sierracharts with IQfeed and keep getting these timestamp errors...can you check the feed on your end? thanks B @NQ# Out of order timestamps detected. Prior Date Time: 2012-12-21 14:36:00. Current Date Time: 2012-12-21 12:42:00. @YM# Out of order timestamps detected. Prior Date Time: 2012-12-21 14:13:00. Current Date Time: 2012-12-21 12:42:00. |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 21, 2013 08:03 AM
Msg. 2 of 8
Hello boze man,
I would be glad to help, but am having a hard time finding the same thing in the data here. Are you saying that a 12:42:00 eastern US time trade for @NQ# (for example) showed up at 14:36:00 on Dec. 21, 2012? I am not seeing that in the data here, but if you have a tick id or any other additional information, that will help. Or perhaps, I misunderstand? - let us know. Thanks. |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 21, 2013 08:09 AM
Msg. 3 of 8
I should add that, if you have a more recent example, it will be easier to check on because tick data is limited to 8 calendar days during market hours. Thanks.
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boze man -Interested User- Posts: 37 Joined: Oct 25, 2012 |
Posted: Feb 21, 2013 08:12 AM
Msg. 4 of 8
thanks for the reply...
actually it is the opposite...the 12-21-2012 14:36 MST timestamp was being inserted at 12:42 MST 12-21-2012...not sure if it tick etc i was able to delete and re-download the data successfully but only after numerous attempts... thanks |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 21, 2013 08:23 AM
Msg. 5 of 8
Hello,
That helped - now I see the out-of-order timestamps and will report that. I will be back here with a response when learn something helpful. Thank you. |
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boze man -Interested User- Posts: 37 Joined: Oct 25, 2012 |
Posted: Feb 21, 2013 08:28 AM
Msg. 6 of 8
there may be other markets with out of order timestamps...at one point i think @es or @es#c had the same issue but do not see it now
they all seemed to be occuring at 12:42MST thanks again |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 21, 2013 04:28 PM
Msg. 7 of 8
Hello again,
There was a connectivity issue on December 21st that caused a gap in the history for these (and other) symbols. This data was inserted after the fact and there is an issue with some of the backfilled data. We are currently investigating a fix for this problem and will reload the corrected data when it is available. I will be back here with any updates. |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 22, 2013 01:18 PM
Msg. 8 of 8
Hello Boze man,
I am told that this issue has been repaired, but I am not able to verify until after the market close. Thank you again for letting us know. |
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