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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »IQFeed Quote data discrepancy

Author	Topic: IQFeed Quote data discrepancy (4 messages, Page 1 of 1)
jrajesh -Interested User- Posts: 2 Joined: Jul 11, 2004	Posted: Aug 4, 2004 10:16 PM Msg. 1 of 4 We were watching the quote for LU and AV for 8/4/2004 and we noticed that there was a one minute pause in the quote stream at 12:05pm ET. When the feed resumed a minute later, the data was all hosed up. The IQFeed timestamp(field 18) reverted back to 11:46am. Time Received Symbol Volume LastSize Time NoOfTrades 8/4/2004 12:05:24 PM LU 20829100 2200 12:05t 3802 8/4/2004 12:05:25 PM LU 20829700 600 12:05t 3803 8/4/2004 12:06:27 PM LU 20519600 1000 11:46t 3817 8/4/2004 12:06:27 PM LU 20526200 6600 11:46t 3818 8/4/2004 12:06:28 PM LU 20528100 1900 11:46t 3819 As you can see, we had missed 14 trades (3817 - 3803). Did we miss any trade ? If so, the total volume which came later is less than the total volume of the previous trade. We also noticed another problem which started at 10:38am, where the NoOfTrades value was being repeated about every 20 minutes later and the values associated with the later transaction did not match the data with the previous transaction. Since we noticed this anomaly with LU and AV (those were the only two symbols that we were watching), its not just one symbol which had errors. This has made our calculations totally wrong. Is this a normal occurrence ? How do we program for it ?
Bill Atkinson -Interested User- Posts: 5 Joined: Aug 5, 2004	Posted: Aug 5, 2004 12:11 PM Msg. 2 of 4 I believe that this is the same problem that ronsch99 Posted on Jul 22, 2004 11:23 PM with the title of "Help on real-time streaming data" and only symptoms were discussed. I believe that there is a significant problem with the real time data getting out of sync and this has nothing to do with the way were are processing the data. We are storing a copy of each transaction in the IQFeed before we process it and we are seeing the problem in the raw data. I view this as a big problem.
DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 DTN Market Access, LLC.	Posted: Aug 9, 2004 10:10 AM Msg. 3 of 4 I am currently looking into this. Thanks! Natalie Hannan DTN Market Access, LLC.
Bill Atkinson -Interested User- Posts: 5 Joined: Aug 5, 2004	Posted: Aug 9, 2004 11:15 AM Msg. 4 of 4 According to the IQFeed documentation, this may not be relevant to the problem, but we were on occasion concurrently running the Quote History API on the same computer as the Real Time IQFeed API. We were running the History API to validate the numbers that we were accumulating every 15 minutes from the real time feed. We are using DTN/IQFEED/com/IQ_32.class file as reference for IQFeed look up and DTNSymbolWAtch.dll for the history lookup.