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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »chronological order of ticks received?
Author Topic: chronological order of ticks received? (2 messages, Page 1 of 1)

Lav2018
-Interested User-
Posts: 10
Joined: Mar 15, 2018
Posted: Apr 19, 2018 04:34 AM          Msg. 1 of 2
Am I safe with the assumption that the messages I receive for one symbol will be in chronological order, or do I need to code for the possibility that an exchange or IQFEED may send a tick out of chronological order occasionally?

Particularly, if my requests are

S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Time
t@ES#

Will Most Recent Trade always be the most recent? Or do I need to use CPU checking its timestamp against the previous tick's timestamp?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 19, 2018 04:41 AM          Msg. 2 of 2
Good morning,

Yes, trades per symbol, should be chronological.

Tim
 

 

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