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Direct MessagesDate/Time: Sun, 28 Apr 2024 22:25:15 +0000
Post From: Out of order problems ?
| [2019-09-16 11:17:43] |
| wwwingman - Posts: 185 |
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If Chart >> Reload and Recalculate does not resolve this but fully re-downloading the data for that symbol does, then there is something wrong with the underlying data which would likely be a problem with timestamps.
reload and recalculate does not solve the problem. redownloading does solve. We are just not providing any further help with IQ Feed
Sorry to hear that. But, thank you for this information. If possible, I would be interested to know why (can be private msg). I am not affiliated in any way to IQFeed but it is an important part of my platform so ... For other Sierra users, if interested or having the same problem: The out of order timestamp I encounter happens on a daily basis at specific hours. It happens on multiple markets, but not necessarily the same markets. For ex, in happens on ES almost everyday, and on CL / NQ / JY here and there. When such a problem occurs it looks like this: A certain point of the day we get timestamps "from the future". After that, it comes back to normal. It looks like this : T : Timestamp DateA:TimeX followed by T+1 : Timestamp DateB:TimeX TimeB is greater (newer) than TimeA. For ex, on 5 mn bars, on september 15 you get around 19:00 to 19:05 timestamps like this: T. Timestamp september 15 18:55 ... T+1. Timestamp september 16 19:00 ... T+2. Timestamp september 15 19:00 ... T+3. Timestamp september 15 19:05 ... The out of order occurs because T+2 is an "older timestamp" than T+1. Please note the error seem to occur on specific hours. For ex, for ES at 19:00 (CET), same for NQ. For other markets it can be 19:00 or 17:00. On a side note, it seem to also happen on a more random basis on rollover days. I have been unable to solve the problem on my side, cannot spend my time reloading charts everyday (I need live charts 24h/day). This kills reliability and will lead, soon, to changing my feed. Date Time Of Last Edit: 2019-09-16 11:18:01
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