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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Some of the live tick data are different between two connections on the same machine (consolidated vs expanded ticks)
Author Topic: Some of the live tick data are different between two connections on the same machine (consolidated vs expanded ticks) (3 messages, Page 1 of 1)

bludev
-Interested User-
Posts: 16
Joined: Nov 14, 2012
Posted: Sep 19, 2017 12:34 AM          Msg. 1 of 3
We found that two of our applications received some differences in the live tick data. Both application run on the same machine using the same IQFeed id (same protocol 5.0).

It seems like one received consolidated ticks and the other received expanded ticks. This happens only on certain data block (the rest of the data are still identical).

First application received the following data (consolidated ticks)
...
Q,@ESZ17,09/18/2017,19:35:26.079,2502.75,3
Q,@ESZ17,09/18/2017,19:35:29.680,2502.5,88
Q,@ESZ17,09/18/2017,19:35:29.680,2502.25,237
Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,1
Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,1
Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,1
Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,8
Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,3
Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,22
Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,7
Q,@ESZ17,09/18/2017,19:35:29.830,2502.25,1
Q,@ESZ17,09/18/2017,19:35:34.881,2502.25,3
Q,@ESZ17,09/18/2017,19:35:36.583,2502.5,1
Q,@ESZ17,09/18/2017,19:35:39.931,2502.25,10
Q,@ESZ17,09/18/2017,19:35:40.231,2502.25,22
Q,@ESZ17,09/18/2017,19:35:41.783,2502.25,1
Q,@ESZ17,09/18/2017,19:35:44.883,2502.5,1
...

Second application received the following (expanded ticks) - we have the tick id here (last field)
...
Q,@ESZ17,09/18/2017,19:35:30.091,2502.75,2,3982,1842509,
Q,@ESZ17,09/18/2017,19:35:30.091,2502.75,1,3983,1842509,
T,20170918 19:35:31
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,31,4014,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4015,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4016,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4017,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4018,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4019,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4020,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4021,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,4,4025,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4026,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4027,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4028,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4029,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4030,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4032,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4034,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4035,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4036,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,7,4043,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,4,4047,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4048,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4049,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4050,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,5,4055,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4058,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4059,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4061,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4063,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4066,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4067,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4068,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4071,1842520,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,6,4077,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,30,4107,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4108,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,87,4195,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,24,4219,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4220,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4221,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4223,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4225,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,9,4234,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4235,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4236,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4239,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4240,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4243,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4244,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4245,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4246,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,8,4254,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4256,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4257,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4259,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4262,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,22,4284,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4285,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,12,4297,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4298,1842521,
Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,10,4308,1842521,
Q,@ESZ17,09/18/2017,19:35:33.727,2502.25,1,4309,1842522,
Q,@ESZ17,09/18/2017,19:35:33.727,2502.25,1,4310,1842523,
Q,@ESZ17,09/18/2017,19:35:33.727,2502.50,1,4311,1842531,
Q,@ESZ17,09/18/2017,19:35:33.728,2502.50,8,4319,1842559,
Q,@ESZ17,09/18/2017,19:35:33.728,2502.50,3,4322,1842562,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,5,4327,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,2,4329,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4330,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4333,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4334,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4335,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4338,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4341,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4344,1842639,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4345,1842650,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4346,1842650,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4347,1842650,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4348,1842650,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,2,4350,1842650,
Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4351,1842650,
Q,@ESZ17,09/18/2017,19:35:33.808,2502.25,1,4352,1842706,
...

Could you take a look at this issue and let us know what happen?

Thanks

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010
Posted: Sep 19, 2017 12:42 AM          Msg. 2 of 3
We will look into is.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Sep 19, 2017 06:57 AM          Msg. 3 of 3
This answer is basically the same as the last, I need to get some account information to start, so just send me an email referencing these 2 forum posts and we will get you taken care of.

Tim
 

 

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