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Date/Time: Sun, 19 May 2024 22:10:37 +0000

Post From: Missing intraday stock data using SC Exchange Data Feed with real time U.S. Equities

[2020-06-24 17:59:15] Link To Thread - Link To Post [Go To First Post]
User975023 - Posts: 18
I haven't seen any missing data so far. The only anomaly I've seen today seems to be caused by slight difference in timestamps causing a few candles to open/close at slightly different places. I want to say that this looks like a possible rounding error. Two cases in AMZN I examined today involved timestamps in IQFeed at 11:41:59.969590 and 11:38:59.973654 getting bumped up to the next candle at 11:42:00.000 and 11:39:00.000 in your feed. Your time and sales appear to have artificial millisecond values, so I can't really tell what the incoming timestamps are in your feed. Thanks for the odd lot change. I'm really liking what I see now!