I was looking through some of the raw data in the platform I use and I noticed that sometimes (fairly rarely) that some of my backfill data has ticks with timestamps that are out of order. For example:
2011-07-11 15:58:34,1315.00,4573299 <-- tick id
You can see the third tick from the bottom has a timestamp that is out of order. The tick ID seems to suggest that the timestamp is incorrect (either that or the tick id is incorrect). I refreshed the data and it stays the same so I believe it's stored on the server this way. It doesn't happen too often but it always happens the same way with the timestamp slightly off but the tick id is in order.
Even though it seems to not happen often, I'm a bit fanatical about having accurate data so I'm wondering if I should manually correct the timestamp or move the ticks to their correct position in the stream?Edited by programmer on Jul 31, 2011 at 09:25 PM