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Direct MessagesDate/Time: Sat, 27 Apr 2024 02:57:38 +0000
Post From: Out of Order Timestamp
| [2013-05-21 03:18:37] |
| bmoney - Posts: 32 |
|
This message appeared when I tried to download historical tick data for CL Apr 13: HD Request # 6 - Received 2677737 records and wrote 2381466 records for CME_NY-CL-CME_20130400_CLJ3 | 2013-05-20 21:02:19 HD Request # 6 - Copying downloaded Intraday chart data from CME_NY-CL-CME_20130400_CLJ3.temp.scid to CME_NY-CL-CME_20130400_CLJ3.scid | 2013-05-20 21:02:19 HD Request # 6 - Receiving Intraday data for CME_NY-CL-CME_20130400_CLJ3 starting at 2013-02-20 00:00:00 | 2013-05-20 21:02:19 HD Request # 6 - Timestamp of first Intraday data file record written: 2013-02-20 00:00:00 | 2013-05-20 21:02:19 HD Request # 6 - Out of order historical Intraday data. Timestamp before out of order data: 2013-03-20 13:29:00. First Timestamp of record being filtered out: 2013-02-19 23:59:49. | 2013-05-20 21:02:19 HD Request # 6 - Intraday download COMPLETE for CME_NY-CL-CME_20130400_CLJ3 | 2013-05-20 21:02:21 Real-time intraday chart data file updates started for CME_NY-CL-CME_20130400_CLJ3 | 2013-05-20 21:02:21 I have had this problem before with ES but you guys made an update that took care of it. Was that update specific only to ES and not the "out of order timestamp" problem in general for all symbols? I just deleted all the data and downloaded and was able to get the green and red volume by price bars (not the blue ones associated with this timestamp problem) and I want to know if I have the historical tick data? |