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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »@ES# history lookup returns duplicate dates with different values for Sep-2014
Author Topic: @ES# history lookup returns duplicate dates with different values for Sep-2014 (3 messages, Page 1 of 1)

Trender
-Interested User-
Posts: 16
Joined: Sep 22, 2009


Posted: Oct 15, 2014 09:07 AM          Msg. 1 of 3
Hi,

I checked this on the continuous contract for the ES and Oil.

I noticed it in my data download application and checked it with the DTN supplied C# and Java samples to make sure its not a bug in my code.

Below is the output of a history lookup, I changed the code to display the line every time 09-18 17:00 appears in the incoming strings (as it arrives form the socket).

It did not happen with stocks symbols.

I tested 60 & 3600 seconds interval.

Checking the incoming data I can see that a large part of September 2014 is duplicated in the results (same dates, different values).

Another thing, when I tried to get data only from 2014-09-18, no data was duplicated. It occurs when I ask data for a longer time frame.

Please advise,


>>
Q to quit
==>18
Symbol: @ES#
Interval (seconds): 3600
Begin Date Time (CCYYMMDD HHmmSS): 20130918 000000
End Date Time (CCYYMMDD HHmmSS): 20141015 235959
Begin Filter Time (HHmmSS): 000000
End Filter Time (HHmmSS): 235959
Data direction ('0'=Newest To Oldest '1'=Oldest To Newest default='0'): 1
Request ID: _@ES#
Data Points Per Send:

_@ES#,2013-09-18 17:00:00,1719.25,1717.25,1718.75,1718.50,2324132,111934,
_@ES#,2014-09-18 17:00:00,2014.50,2011.75,2011.75,2014.25,331621,9644,
_@ES#,2014-09-18 17:00:00,2006.75,2004.00,2004.00,2006.25,1397788,103013,


Other tests

_@ES#C,2013-09-18 17:00:00,1690.75,1688.75,1690.25,1690.00,2324132,111934,
_@ES#C,2014-09-18 17:00:00,2006.50,2003.75,2003.75,2006.25,331621,9644,
_@ES#C,2014-09-18 17:00:00,2006.75,2004.00,2004.00,2006.25,1397788,103013,

_+CL#,2013-09-18 17:00:00,107.41,107.23,107.32,107.41,206726,1390,
_+CL#,2014-09-18 17:00:00,93.09,93.00,93.04,93.00,155511,662,
_+CL#,2014-09-18 17:00:00,92.01,91.92,91.96,91.92,160330,740,

Command sent to the server
HIT,@ES#,60,20130918 000000,20141015 235959,,000000,235959,1,_@ES#,1000

duplicate entries for 2014-09-18 17:00:00

_@ES#,2013-09-18 17:00:00,1718.50,1718.25,1718.25,1718.50,2324132,45,0,
_@ES#,2014-09-18 17:00:00,2014.50,2014.00,2014.00,2014.25,331621,42,0,
_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,


When I ask for the following there is no duplicates:

HIT,@ES#,60,20140917 000000,20141015 235959,,000000,235959,1,_@ES#,1000

_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,


But if I just change the starting date to Sep-1 there are:

HIT,@ES#,60,20140901 000000,20141015 235959,,000000,235959,1,_@ES#,1000

_@ES#,2014-09-18 17:00:00,2014.50,2014.00,2014.00,2014.25,331621,42,0,
_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 15, 2014 09:54 AM          Msg. 2 of 3
Hello Trender,

Thanks for the report, we are looking at the bug that created this issue now and will get a fix released asap. I will reply with an ETA once we know more.

Tim

Trender
-Interested User-
Posts: 16
Joined: Sep 22, 2009


Posted: Oct 16, 2014 02:05 PM          Msg. 3 of 3
Hi,
History download seem to be OK again (at least for @ES# there are no duplicates),
Can I assume the bug was fixed and it is safe to work with the data again?
Thanks
 

 

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