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Date/Time: Fri, 26 Apr 2024 11:32:20 +0000



Post From: microsecond timestamp between different Denali feed servers

[2020-09-19 02:37:41]
ejtrader - Posts: 688
SC Team - Attached is the image of NQZ20.

As you can see from the image - T&S Very last record was at 15:59:59:518000.

In intraday file - there are additional records ( 4 Records - They keep increasing when you disconnect & Connect).
15:59:59:518001
15:59:59:518002
15:59:59:518003
15:59:59:518004



in Case of ES - There are 9 records in intraday file extra compared to last Time and Sales records.

Would you please check and confirm as this is causing issues for various studies which expects T&S and charts/intraday files to be in sync?

Edit - It appears like when there is a TS_MAKER record some how triggering the incorrect intraday record.

Thanks
Date Time Of Last Edit: 2020-09-20 01:12:33
imageSierra_TS_Intraday_MisMatch.JPG / V - Attached On 2020-09-19 02:36:23 UTC - Size: 311.51 KB - 274 views
imageSierra_TS_Intraday_MisMatch_ES.JPG / V - Attached On 2020-09-19 04:17:26 UTC - Size: 95.75 KB - 283 views