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Direct MessagesDate/Time: Thu, 18 Apr 2024 05:06:44 +0000
Out of Order Timestamp
View Count: 1736
| [2013-05-21 03:18:37] |
| bmoney - Posts: 32 |
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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? |
| [2013-05-21 03:51:26] |
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Being you are seeing this on the current version of Sierra Chart, assuming you are running the current version, then this does appear as though there is an out of order timestamp on the server. What we solved applies to all symbols. If you see Bid volume and Ask volume in the Volume bars, then this is an indication you have tick data when using T4. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-05-21 17:10:01] |
| bmoney - Posts: 32 |
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The version I am using is 971, definitely the version after you guys fixed the timestamp issue. 1.Does this mean I am getting bad data? 2.What should I do? 3.I noticed that if I go far enough back on the data I downloaded there was some blue in the green and red volume by price bars. The whole bar is not blue just a small part of it, sometimes only at a single tick. And these volume by price bars only occur when the contract is not the active contract (low volume and therefore not being traded a lot). |
| [2013-05-21 20:31:58] |
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1. Yes, this is what it seems like. Fairly certain of that. In any case, we are changing the integration to T4 using a FIX connection which is more reliable. 2. Contact CTS. 3. This is not necessarily unusual. In any case, it is not something we would have control over. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-05-21 20:54:15] |
| bmoney - Posts: 32 |
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In the Data/Trade Service Settings there is a box that I can check that says enable FIX logging. Is this something I should check for next time or maybe this time or is this not ready yet?
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| [2013-05-21 21:22:22] |
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That is not useful in the case of T4.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-05-22 18:30:35] |
| bmoney - Posts: 32 |
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I contacted CTS and this is what they had to say: We are not having any issues we are aware of? We would need specific details from Sierra regarding this issue. What products and time frames. Any T4 errors traced by the Sierra client. Etc. This really needs to be reproduced and documented by Sierra. We are here to support them if need be. Out of curiosity have you compared your system clock with an online atomic clock? We recommend that all workstations be configured to auto sync with a service like time.windows.com. I might suggest you purge all cached data within Sierra if this is possible and reset your clock. Then try again. Without knowing anything about their system this is the best I can do. I responded by emailing them my Sierra Chart Log and they responded: These logs aren’t ours. They are Sierra’s. We would need the original T4 trace log files. Sierra would have to help you retrieving them. What to do now? |
| [2013-05-23 23:02:11] |
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We apologize for the delay on this. If it would be OK, could we wait until we complete our FIX integration to T4? We are finishing up on this. Should be real soon. Troubleshooting issues are going to be easier for us with that kind of configuration. We are under a huge development load now, and sometimes we get delayed with responding to these more specialized issues. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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