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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Futures Tick Data Out Of Order.
Author Topic: Futures Tick Data Out Of Order. (8 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


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?

DTN_Gary_Stephen
-DTN Guru-
Posts: 402
Joined: Jul 3, 2019


Posted: Aug 1, 2023 11:10 AM          Msg. 2 of 8
I'll need to investigate this after hours, because the ticks are more than 8 days old. The ticks should be in chronological order for the same symbol.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

DTN_Gary_Stephen
-DTN Guru-
Posts: 402
Joined: Jul 3, 2019


Posted: Aug 1, 2023 04:45 PM          Msg. 3 of 8
What's the exact command you're doing? It must be an HTT command (not HIT) because it returns tick data.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Aug 2, 2023 01:23 AM          Msg. 4 of 8
Sorry Gary, I may have got the request type wrong.
I'll let you know the precise request after close tomorrow.

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Aug 2, 2023 03:30 PM          Msg. 5 of 8
Command: "HTT,@VXJ23,20221124 000000,20230801 235959,,,,1,1\r\n"

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Aug 11, 2023 01:54 PM          Msg. 6 of 8
Any updates on this?

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Aug 21, 2023 01:32 PM          Msg. 7 of 8
As per the other thread/ What does it take to get a response?

DTN_Gary_Stephen
-DTN Guru-
Posts: 402
Joined: Jul 3, 2019


Posted: Aug 22, 2023 01:54 PM          Msg. 8 of 8
If you need an urgent answer to anything, your best option is to go through the IQFeed API support email or chat. Either will create a support case that is tracked. Monitoring of the forums is more sporadic and informal, though a site refresh is in progress.

As for your original question: ticks for the same symbol shouldn't be out of order like your example. However, we can't really research it now, because tick data is only held for 180 days. (The original tick was on February 2; your original post was on July 31, which was exactly 180 days later.)

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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