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Date/Time: Wed, 29 Jun 2022 22:16:21 +0000



IQFeed lose data during disconnection again

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[2014-01-25 00:57:06]
xfighter - Posts: 36
This issue was solved two month ago. But recently, it happened again occasionally. It seems sometimes the backfill of missing data start from wrong time. I am using version 1083 and receiving tick data from IQFeed. Please check the following log:


IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:01
IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:02
IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:03
IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:04
IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:05
IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:06
IQ feed reports external connection is now Connected after it was previously lost. Downloading missing historical Intraday data. | 2014-01-24 09:54:07
HD Request # 13 - Downloading Intraday chart data for SPY to the file SPY.scid. Service: dtn | 2014-01-24 09:54:07
HD Request # 13 - Download start Date-Time: 2014-01-24 09:54:06.0 | 2014-01-24 09:54:07
HD Request # 13 - Requesting Tick data beginning at 2014-01-24 09:54:06 US Eastern Time. | 2014-01-24 09:54:07
HD Request # 13 - Receiving historical Intraday Tick data for SPY | 2014-01-24 09:54:08
HD Request # 13 - Receiving Intraday data for SPY starting at 2014-01-24 09:54:06 | 2014-01-24 09:54:08
HD Request # 13 - Timestamp of first Intraday data file record written: 2014-01-24 09:54:07 | 2014-01-24 09:54:08
HD Request # 13 - Received 92 records from 2014-01-24 09:54:06 to 2014-01-24 09:54:07 (1.1 seconds) and wrote 85 records for SPY | 2014-01-24 09:54:08
HD Request # 13 - Intraday download COMPLETE for SPY | 2014-01-24 09:54:08
Real-time Intraday chart data file updates started for SPY | 2014-01-24 09:54:08

HD Request # 14 - Downloading Intraday chart data for DIA to the file DIA.scid. Service: dtn | 2014-01-24 09:54:08
HD Request # 14 - Download start Date-Time: 2014-01-24 09:54:06.0 | 2014-01-24 09:54:08
HD Request # 14 - Requesting Tick data beginning at 2014-01-24 09:54:06 US Eastern Time. | 2014-01-24 09:54:08
HD Request # 14 - Receiving historical Intraday Tick data for DIA | 2014-01-24 09:54:09
HD Request # 14 - Receiving Intraday data for DIA starting at 2014-01-24 09:54:06 | 2014-01-24 09:54:09
HD Request # 14 - Timestamp of first Intraday data file record written: 2014-01-24 09:54:08 | 2014-01-24 09:54:09
HD Request # 14 - Received 11 records from 2014-01-24 09:54:06 to 2014-01-24 09:54:08 (2.0 seconds) and wrote 4 records for DIA | 2014-01-24 09:54:09
HD Request # 14 - Intraday download COMPLETE for DIA | 2014-01-24 09:54:09
Real-time Intraday chart data file updates started for DIA | 2014-01-24 09:54:09

Clearly, the starting time should be from the time of the last tick being received, not from the last second of the disconnection. And this leads to data missing.

[2014-01-25 02:04:58]
Sierra Chart Engineering - Posts: 103520
This time is definitely the last time in the data file:
HD Request # 13 - Download start Date-Time: 2014-01-24 09:54:06.0

The downloading process has no knowledge of the time of disconnections and connections. It works off of the last time in the file, if there is one and if not, there is a full data download.

So therefore, this actually indicates that data was still being received up to that time shown.
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:
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Date Time Of Last Edit: 2014-01-25 02:05:19
[2014-01-25 04:04:07]
xfighter - Posts: 36
if that is the case, the only possible reason I am missing part of data during this disconnection is that somehow after re-connection, the real-time data was being received before the backfill process at 09:54:06.0. One thing I noticed is that the connection status stay green during the loss of connection. Before I believe the status turned into yellow.
[2014-01-25 09:59:23]
Sierra Chart Engineering - Posts: 103520
the real-time data was being received before the backfill process at 09:54:06.0.
Yes. What we actually think is happening is that the real-time data feed started before there was a message on the Admin port indicating that the connection has been restored. When the Admin report indicates that the connection is no longer connected, we will go through a standard reconnect sequence. This will solve the problem.
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
[2014-01-27 15:32:15]
xfighter - Posts: 36
Would this problem be solved in the next release? Thank you!
[2014-01-27 16:20:26]
Sierra Chart Engineering - Posts: 103520
This has been solved in version 1085 which will be coming out in about 10 minutes.


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
[2014-01-28 03:15:24]
xfighter - Posts: 36
Thank you for all the effort on this. The v1085 clearly solved this problem. However, now the disconnection from Level II port initiated by IQFeed was also treated as a full disconnection and this lead to a reconnection every 1-2 minutes. I think there has to be a way to differentiate the full disconnection and the level II port disconnection.
[2014-01-28 03:49:42]
Sierra Chart Engineering - Posts: 103520
OK, we will solve this, this evening.
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
[2014-01-28 23:39:58]
Sierra Chart Engineering - Posts: 103520
We only got to this until now. It is resolved. Really not sure why this was happening and we could not duplicate it. In any case, it should be resolved in the next release coming out this evening.

Let us know if the automatic reconnection works in the case of the level 1 data being disconnected, after updating. This we have not been able to test.
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
Date Time Of Last Edit: 2014-01-28 23:43:02

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