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Date/Time: Sat, 20 Apr 2024 09:48:32 +0000



Out of order historical Intraday data

View Count: 710

[2019-09-25 13:24:23]
MyDogYourCat1967 - Posts: 3
Dear support,

I'm fetching intraday data with an interval of one second. While the data is being downloaded the log shows a lot of "Out of order historical intraday data" messages regardless of the specified ticker symbol. I searched the board and google but couldn't find any related topics, any input would be appreciated.

Log entries from download of MSFT.scid

HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-27 14:00:01. First Timestamp of record being filtered out: 2017-03-27 13:27:59. | 2019-09-25 13:21:49.834
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-27 14:00:00. First Timestamp of record being filtered out: 2017-03-27 13:45:39. | 2019-09-25 13:21:49.834
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2017-04-18 14:00:00. First Timestamp of record being filtered out: 2017-04-18 13:23:27. | 2019-09-25 13:21:50.369
--------------------
Removed 400+ entries
--------------------
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-28 13:59:43. First Timestamp of record being filtered out: 2018-12-28 13:06:36. | 2019-09-25 13:23:57.652
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-28 14:00:03. First Timestamp of record being filtered out: 2018-12-28 13:14:34. | 2019-09-25 13:23:57.652
HD Request # 3 | Out of order historical Intraday data. Timestamp before out of order data: 2018-12-31 13:58:51. First Timestamp of record being filtered out: 2018-12-31 13:06:13. | 2019-09-25 13:23:58.120
Historical data download thread signaled to stop. | 2019-09-25 13:25:20.449
...

Regards,
Nick
[2019-09-26 10:36:27]
Sierra Chart Engineering - Posts: 104368
What time zone do you have Sierra Chart set to?

We have cleaned up the out of order timestamps for that symbol. In general you can safely ignore these messages.
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
[2019-09-26 13:37:12]
MyDogYourCat1967 - Posts: 3
The configured timezone is "Brussels (+1 CET/+2 CEST)". I ran some additional tests, some of the tickers that return "out of order" entries:

GE  99
GILD  97
GLD  248
GM  164
INTC  354
AAPL  819
GOOGL  127
IBM  101
TSLA  450

Regards,
Nick
[2019-10-05 18:10:54]
MyDogYourCat1967 - Posts: 3
Since my last reply I tried the following:

-Download with timezone UTC.
-Download with win7 and win10.
-Switch to minute interval.

All these result in large numbers of "out of order" entries. Any suggestions?
[2019-10-07 16:33:11]
Sierra Chart Engineering - Posts: 104368
You can safely ignore those messages and we will clean up the out of order timestamps for those symbols but it does not cause any problem anyway. This is just occurring in the premarket hours only.
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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