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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Ordering of concurrent update messages

Author	Topic: Ordering of concurrent update messages (2 messages, Page 1 of 1)
Nibbler99 -Interested User- Posts: 4 Joined: Jun 9, 2008	Posted: Jul 28, 2010 03:11 PM Msg. 1 of 2 Hi, I'm wondering what I can assume about the original ordering of update messages with the same timestamp. I can see a few options: 1) no ordering can be assumed 2) updates from each market center are ordered with respect to each other only, however, trade, bid and ask updates must be computed separately based on the update type and the appropriate market center code (fields 63-65) 3) all updates are ordered correctly Any ideas? Thanks, r.
DTN Brian Wood -Interested User- Posts: 17 Joined: Jun 2, 2004	Posted: Jul 29, 2010 02:47 PM Msg. 2 of 2 The updates are sent out in the order they are received from the exchange. There is no reordering or generation of data done by us. The exchange may resend stuff so you shouldn't assume it's going to be in prefect time order. They can send it to us however they want and we send it to you in the exact same order we receive it from them. Visit our new online forums! DTN employees actively monitor the forums to provide you the highest level of support in the industry. Our forums also has an announcements area where you can learn about new features or changes within DTN. You can even use the forums to exchange trading ideas or tips and tricks on how you use your DTN data to be more profitable. Go to http://forums.dtniq.com now to start sharing information with fellow DTN subscribers!