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»Forums Index »Archive (2017 and earlier) »Data and Content Support »tick to minute conversion

Author	Topic: tick to minute conversion (8 messages, Page 1 of 1)
ajs_drewgle -Interested User- Posts: 3 Joined: Feb 12, 2015	Posted: Feb 12, 2015 03:46 PM Msg. 1 of 8 Most of the time the volume/price value for the minute data matches the very last sample _before_ the minute time from the tick data. On this occasion the minute data used the price from the period immediately before 14:00:00 but the volume from 14:00:16.957. I looked at about 2600 stocks on this day and they all match the expected pattern until 14:00:00 but then some of them deviate as below. We’re trying to make a simulation that works the same way with historic data as it does with streaming but these discrepancies are causing us problems. thanks. ajs this is historic data download for NYSE.DG in 30 min 2015-02-11 10:00:00,68.0850,67.7200,67.8000,67.9400,312891,300918, 2015-02-11 10:30:00,68.0100,67.7500,67.9400,67.8900,546386,223726, 2015-02-11 11:00:00,68.0900,67.8750,67.8900,68.0000,712456,158922, 2015-02-11 11:30:00,68.0000,67.8500,67.9900,67.9300,842175,123811, 2015-02-11 12:00:00,68.0300,67.8400,67.9300,67.9000,1016018,168191, 2015-02-11 12:30:00,67.9100,67.6500,67.9100,67.8200,1110477,86471, 2015-02-11 13:00:00,67.8900,67.7500,67.8000,67.8300,1382853,264184, 2015-02-11 13:30:00,67.9000,67.7150,67.8300,67.8900,1546523,156955, 2015-02-11 14:00:00,67.9050,67.7975,67.8900,67.8650,1699604,145708, <<<<<<<<< 2015-02-11 14:30:00,67.9100,67.7975,67.8650,67.9000,1867674,157084, 2015-02-11 15:00:00,67.9600,67.8350,67.8900,67.8900,2104135,149117, 2015-02-11 15:30:00,67.9300,67.8100,67.8950,67.8900,2422166,300001, 2015-02-11 16:00:00,67.9500,67.6300,67.9000,67.7100,3428190,967405, this is the streaming tick data for DG normally the price/volume for 14:00:00 in 30 minute would be the last price/volume before then. Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, <<<<<<<<< Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, ……data omitted Q,DG,67.8750,100,14:00:16.956,18,1699504,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:16.957,19,1699604,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<<<<<<<<<<<< Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Feb 16, 2015 05:01 AM Msg. 2 of 8 Good morning, I was just looking at this data and as you can see in the screenshot, the data I am seeing matches. One thing you are doing different than me, andI cannot verify either way, since we do not save bids and asks, is that you are taking the last bid or ask of the minute (ba) instead of the last trade of the minute. What data do you get if you take the last trade (C,E,or O)? I don't know why these would be different, but since things look normal on my end, let's start there. 30 minute 2015-02-11 16:00:00 67.9000 67.9500 67.6300 67.7100 967405 3428190 2015-02-11 15:30:00 67.8950 67.9300 67.8100 67.8900 300001 2422166 2015-02-11 15:00:00 67.8900 67.9600 67.8350 67.8900 149117 2104135 2015-02-11 14:30:00 67.8650 67.9100 67.7975 67.9000 157084 1867674 2015-02-11 14:00:00 67.8900 67.9050 67.7975 67.8650 145708 1699604 2015-02-11 13:30:00 67.8300 67.9000 67.7150 67.8900 156955 1546523 2015-02-11 13:00:00 67.8000 67.8900 67.7500 67.8300 264184 1382853 2015-02-11 12:30:00 67.9100 67.9100 67.6500 67.8200 86471 1110477 Tick 14:00:12.989 2015-02-11 67.8700 200 67.8600 67.8800 1700004 0 0 1048272 Trade NTRF REGULAR 14:00:11.738 2015-02-11 67.8600 100 67.8600<< 67.8800 1699804 0 0 1048233 Trade BX INTRMRK_SWEEP 14:00:07.486 2015-02-11 67.8650 100 67.8500 67.8800 1699704 0 0 1047902 Trade BATS REGULAR 13:59:49.859 2015-02-11 67.8650 100 67.8500 67.8800 1699604 0 0 1047080 Trade NTRF REGULAR 13:59:46.233 2015-02-11 67.8650 100 67.8500 67.8800 1699504 0 0 1046917 Trade NTRF REGULAR 13:59:46.230 2015-02-11 67.8650 100 67.8500 67.8800 1699404 0 0 1046916 Trade NTRF REGULAR 13:59:34.406 2015-02-11 67.8600 100 67.8500 67.8700 1699304 0 0 1046424 Trade BATS REGULAR Tim Edited by DTN_Tim Walter on Feb 16, 2015 at 05:04 AM File Attached: 2015-02-16 04_53_55-DG - Time & Sales.png (downloaded 744 times)
ajs_drewgle -Interested User- Posts: 3 Joined: Feb 12, 2015	Posted: Feb 16, 2015 12:23 PM Msg. 3 of 8 I had highlighted the incorrect sample, so I'll try again. Here is the tick data for that period without any omissions. I was looking at the last "C" sample before the new 1/2 hr, but it looks like you are using the 2nd one _after_ the 30 min mark. I'm wondering why you are using the "C" sample at 14:00:11.738 for 30 min when there is also one at 14:00:07.486. Also note (near the bottom of this data) the volumes that match the "C" sample you used and the 30 min are also from later. thanks Q,DG,67.8650,100,13:59:46.230,19,1697704,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, << the one I'm using Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,700,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,700,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, << why not use this one? Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,400,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,100,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,700,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D, <<<<<<<< tick you used for 30 min sample. vol doesn't match Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D, Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D, Q,DG,67.8700,200,14:00:12.989,19,1698304,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8700,200,14:00:12.989,19,1698304,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87, Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87, Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87, Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,3D87, Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87, Q,DG,67.8800,84,14:00:13.446,7,1698404,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87, Q,DG,67.8700,100,14:00:13.448,5,1698504,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D, Q,DG,67.8800,100,14:00:13.449,5,1698604,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8700,100,14:00:13.449,18,1698704,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.470,18,1699004,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:13.470,18,1699004,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,700,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8800,66,14:00:16.955,18,1699170,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87, Q,DG,67.8800,100,14:00:16.955,7,1699270,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D, Q,DG,67.8800,34,14:00:16.955,18,1699304,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87, Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,400,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,500,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:16.956,18,1699504,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:16.957,19,1699604,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<< vol matches 30 min for 14:00 Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01, Q,DG,67.8750,100,14:00:17.040,19,1699804,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<< vol matches your tick from 11.738 Q,DG,67.8750,100,14:00:17.040,19,1699904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:17.040,19,1700004,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, Q,DG,67.8750,100,14:00:17.040,19,1700004,67.8700,400,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Feb 16, 2015 12:34 PM Msg. 4 of 8 I checked with the server team on this, since clearly I did not understand as well to begin with. The current total volume attached to the tick data is not adjusted for exchange corrections or deletions, it is whatever was current at the time of the trade. Since minute data will see these corrections through system refreshes, the data will often not match just as you have noted. The total volume associated with minute data should always be considered to be more accurate than the total volume associated with tick. My apologies for my confusion on this and if I hear anything more, I will certainly let you know. Tim
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 17, 2015 02:43 PM Msg. 5 of 8 Hello ajs, do you happen to have the entire day for this symbol recorded that you can send us? The tick data in our history system does match our minute data which means that your tick data doesn't match ours. This could be caused by a couple of different potential issues but I'd like to be able to verify using your recorded data (if you have it). Thanks,
ajs_drewgle -Interested User- Posts: 3 Joined: Feb 12, 2015	Posted: Feb 17, 2015 03:53 PM Msg. 6 of 8 Steve, Attached is DG data for 2/11 thanks. ajs File Attached: DG_02112015.txt.zip (downloaded 1328 times)
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 18, 2015 09:40 AM Msg. 7 of 8 ajs, the data you posted has a gap between 13:39:44.225 and 13:39:46.122. During this small gap, there was 12ms microburst where 12 trades, accounting for 1700 volume, occurred which accounts for the discrepancy in volume on your end. You can see these trades in historical data if you request tick history. Considering the following information: your log is what was received from IQConnect IQConnect calculates Total Volume from the trade size on most trades You reported this same occurrence happened on a large number of symbols at the same time. It means that the data was dropped somewhere upstream from your machine and most likely on the connection between your machine and our servers. Our front-end servers have a small (relative to the amount of data being received) outgoing data queue for each connected client. Once this queue of data is full, any new data that would go into the queue gets dropped. I suspect this is the source of your missing data. Can you post (or send me a PM) your loginID? I would like to take a look at your connection in realtime to the servers to get a better idea if this is an isolated incident or if it is part of a more widespread problem.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 20, 2015 09:48 AM Msg. 8 of 8 ajs, I have looked at your connection to the servers several times over the past couple days and I don't see any evidence that this is a widespread problem. Your software and internet connection appear to be keeping up with the feed fine. My only guess at this point would be that there was some sort of brief network event somewhere between your machine and our servers that caused this particular instance and my recommendation would be for you to monitor it and let us know if you see similar data issues going forward.