Hello!

We have relative frequent problems with LSE data. (Once per week at least.)

Here is the latest example. Symbol: L.BATS

Here are a tick data downloaded by your Time & Sales application. (Sorted desc.)

Date,Time,Price,Inc Vol,Bid,Ask,Volume,B Size,A Size,TickID,Info,Mkt Center,Trade Conditions

2018-12-19,09:45:05.423771,2561.5000,170,2561.5000<<,2562.5000,2226224,0,0,679543000,Trade,LSE,REGULAR
2018-12-19,09:45:05.214187,2561.5000,2,2560.5000,2561.5000<<,2226054,0,0,679542999,Trade,LSE,REGULAR
2018-12-19,09:45:05.003725,2561.0000,126,2560.5000,2561.0000<<,2222254,0,0,679542998,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2560.0000,2561.0000,4222128,0,0,155231,Trade,LSE,REGULAR
2018-12-19,09:44:48.030200,2560.0000,200,2560.0000<<,2561.0000,3225926,0,0,155219,Trade,LSE,REGULAR
2018-12-19,09:44:48.030642,2560.0000,100,2560.0000<<,2561.0000,3225726,0,0,679542956,Trade,LSE,REGULAR
2018-12-19,09:44:47.950441,2561.0000,373,2560.0000,2561.0000<<,3225626,0,0,679542955,Trade,LSE,REGULAR

...

2018-12-19,08:26:47.897599,2534.0000,150,2533.5000,2534.0000<<,2776708,0,0,679529725,Trade,LSE,REGULAR
2018-12-19,08:26:47.897599,2534.0000,175,2533.5000,2534.0000<<,2776558,0,0,679529724,Trade,LSE,REGULAR
2018-12-19,08:26:46.837012,2534.0000,548,2533.0000,2534.0000<<,2735199,0,0,679529723,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2533.5000,2534.0000,2775835,0,0,136151,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,137,2533.0000,2534.0000<<,1775835,0,0,679529722,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,150,2533.0000,2534.0000<<,1775698,0,0,679529721,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,177,2533.0000,2534.0000<<,1775548,0,0,679529720,Trade,LSE,REGULAR


We usually receive 100x less price tick than it should be.
I looked to it deeper today and I see that historical data are even in the wrong order.

Thanks.
Edited by Svancara on Dec 20, 2018 at 12:35 PM

Hello, we are looking into this.