
Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
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Posted: Jul 31, 2023 07:42 PM

Msg. 1 of 8
When I do a HIT request on @VXJ23, on the second of February 2023 the downloaded ticks are out of order. At around 10:54:04 the time jumps backward.
Here are the lines as they come in:
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.620000,20.5000,1,8452,20.5000,20.5500,1061033,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,4,8456,20.5000,20.5500,1061061,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,3,8459,20.5000,20.5500,1061062,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,2,8461,20.5000,20.5500,1061063,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,1,8462,20.5000,20.5500,1061065,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,3,8465,20.5000,20.5500,1061066,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8466,20.5000,20.5500,1061070,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8467,20.5000,20.5500,1061071,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.625000,20.5100,1,8468,20.5000,20.5500,1061082,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,5,8473,20.5000,20.5500,1061184,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,1,8474,20.5000,20.5500,1061185,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,2,8476,20.5000,20.5500,1061186,O,32,4D,0,2,
--> Here
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,1,8477,20.5000,20.5500,1042874,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,4,6600,20.5000,20.5500,1042875,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6601,20.5000,20.5500,1042876,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6602,20.5000,20.5500,1042877,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6603,20.5000,20.5500,1042878,O,32,4D,0,2,
--> and then back to where it was
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,6,6609,20.5000,20.5500,1061264,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,4,8486,20.5000,20.5500,1061265,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,3,8489,20.5000,20.5500,1061266,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,8,8497,20.5000,20.5500,1061267,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,5,8502,20.5000,20.5500,1061268,C,32,01,0,2,
In general - can we expect tick data to be in-order?
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