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Date/Time: Fri, 03 May 2024 07:28:37 +0000



Post From: Out of order historical Intraday data

[2019-09-25 13:24:23]
MyDogYourCat1967 - Posts: 3
Dear support,

I'm fetching intraday data with an interval of one second. While the data is being downloaded the log shows a lot of "Out of order historical intraday data" messages regardless of the specified ticker symbol. I searched the board and google but couldn't find any related topics, any input would be appreciated.

Log entries from download of MSFT.scid

HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-27 14:00:01. First Timestamp of record being filtered out: 2017-03-27 13:27:59. | 2019-09-25 13:21:49.834
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-27 14:00:00. First Timestamp of record being filtered out: 2017-03-27 13:45:39. | 2019-09-25 13:21:49.834
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-04-18 14:00:00. First Timestamp of record being filtered out: 2017-04-18 13:23:27. | 2019-09-25 13:21:50.369
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Removed 400+ entries
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HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-28 13:59:43. First Timestamp of record being filtered out: 2018-12-28 13:06:36. | 2019-09-25 13:23:57.652
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-28 14:00:03. First Timestamp of record being filtered out: 2018-12-28 13:14:34. | 2019-09-25 13:23:57.652
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-31 13:58:51. First Timestamp of record being filtered out: 2018-12-31 13:06:13. | 2019-09-25 13:23:58.120
Historical data download thread signaled to stop. | 2019-09-25 13:25:20.449
...

Regards,
Nick