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Direct MessagesDate/Time: Sun, 19 May 2024 23:32:58 +0000
Post From: microsecond timestamp between different Denali feed servers
| [2020-09-22 05:41:23] |
| ejtrader - Posts: 688 |
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While I understand you are busy - this is a serious potential bug you have here. Would leave it at this. This bug is not only related to manual disconnect/reconnect but even the auto triggered historical download event causes an additional record than expected - which makes the underlying data questionable. For me data not being accurate is a show stopper. Your call whether to take care of it or not. Looking at the notes for SCID - it appears like you have flaw in processing logic to consider the last trade as a valid trade - though it's been considered already. I am STUCK due this issue and you are not helping to fix this SERIOUS bug which is very easy to reproduce :( When there is an automated Historical download event is triggered or when disconnect/connect event happens - Whatever the very Last TS trade was present at that time - it gets added again though it's already part of the intraday file. This is a BUG. This erroneous records are deleted from intraday file - When "Delete and download data" is used for the very last trading session/bar. Intraday Data File Format: DateTime When writing tick by tick data to an Intraday data file, where each tick is a single record in the file, and multiple ticks/trades have the same timestamp, then it is acceptable for the Date-Time of the record to be the same timestamp as prior records. What Sierra Chart itself does in this case, is increment the microsecond portion of the Date-Time to create unique timestamps for each trade within a millisecond.
PS: Though you have asked not to be posted further this is REALLY a serious issue with NO workaround and this is a showstopper for me. Would you please review this? Just to show the magnitude of the issue - ES: Actual Number of Trades - 1024918 - With this auto triggered historical download events - Intraday file as well as number of trades is marked as 1024922 (4 record difference) - One can't really figure out where the duplicate trade is inserted into the intraday file. Date Time Of Last Edit: 2020-09-24 02:55:00
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