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