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Date/Time: Mon, 29 Apr 2024 05:03:38 +0000



Post From: Out of order problems ?

[2019-10-04 10:33:43]
wwwingman - Posts: 185
Maybe you should update your IQ Client software. We are running 6.1.0.20.

I am running the same version of IQFeed.

We just tested the historical data for November CL and December ES and QCL#, and the data is just fine. Nothing wrong with it at all. It is clean.
The problem does not occur on historical data.
It happens on real time data.
I suggest you use the chartbook I provided in the first post of this thread. Leave it to run multiple days on real time WITHOUT redownloading data during the week.
You should start seeing out of order timestamps on QCL#, @ES#, @YM#, @JY# etc... on a daily basis, at around 19:00-19:05 (CET). This does not happen on Fridays, but does happen other trading days (you should see them on sunday evening...).
One you have the timestamps errors redownload part of the data (for example the latest 3-4 days).
Date Time Of Last Edit: 2019-10-04 10:34:44