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» Inconsistency on 1 minute historical data.
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| Author | Topic: Inconsistency on 1 minute historical data. (8 messages, Page 1 of 1) |
 Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004 |
Posted: Oct 21, 2004 03:11 PM
Msg. 1 of 8
Hi,
I'm heavely testing my app and expreienced some strange behaviour on the IQFeed. I requested 1-minute data for CSCO at 2004-10-18 and got this: ... 21:22:14:130 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:13:00,18.660000,18.630000,18.650000,18.630000,34177211,177279' 21:22:14:130 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:12:00,18.660000,18.640000,18.660000,18.650000,33999332,121451' 21:22:14:130 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:11:00,18.662000,18.640000,18.650000,18.660000,33877881,141117' 21:22:14:130 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:10:00,18.650000,18.640000,18.650000,18.650000,33731564,24085' ... 30 minutes later I tried again and got this: ... 21:52:36:200 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:13:00,18.660000,18.630000,18.650000,18.630000,34177211,177279' 21:52:36:200 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:12:00,18.660000,18.640000,18.660000,18.650000,33999332,121451' 21:52:36:200 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:11:00,18.662000,18.640000,18.650000,18.660000,33877881,146317' 21:52:36:200 (0) Dtn.DtnSocket.Read9100: msg='2004-10-18 15:10:00,18.650000,18.640000,18.650000,18.650000,33731564,24085' ... Why is the data not excately the same ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best |
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DTN_Steve_G -DTN IQFeed- Posts: 28 Joined: Oct 1, 2004 
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Posted: Oct 22, 2004 08:34 AM
Msg. 2 of 8
Dierk,
Thanks for the information. Unfortunately, this information gets archived the evening following its creation, so we have lost our ability to research this particular incident. We do not dispute your analysis. However, the next time you see this, it would be very helpful if you can be report it immediately. Then we can investigate it that day with all suspect data present. Steve Grunberg IQFeed Developer Support DTN Market Access |
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Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004 |
Posted: Oct 22, 2004 11:56 AM
Msg. 3 of 8
Steve,
Well, I posted my findings 22:11 (local time), = 21 minutes after the last log (see posting timestamp). How fast do you want me to post to give you chance to analyze ? If you would have taken a look right after I entered my post, you would have had a chance to analyze. Please elaborate. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Oct 22, 2004 at 11:57 AM |
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DTN_Steve_G -DTN IQFeed- Posts: 28 Joined: Oct 1, 2004
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Posted: Oct 22, 2004 01:17 PM
Msg. 4 of 8
Dierk,
Let me rephrase my previous response: The discrepancy you found needs to be discovered and reported before Midnight (New York time) on the trading day in question. This is because some of the detail data we need to analysis gets consolidated and deleted at that time. The trades you were reporting occured 10/18, but we got your email posting on 10/21. So the data we need to analysis is no longer there. I hope this clarified my previous response. Steve Grunberg IQFeed Developer Support DTN Market Access |
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Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004 |
Posted: Oct 22, 2004 01:26 PM
Msg. 5 of 8
Steve,
Thanks for reply. Does this mean the inconsistency will be there "forever" and will not be corrected ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best |
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DTN_Steve_G -DTN IQFeed- Posts: 28 Joined: Oct 1, 2004
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Posted: Oct 22, 2004 01:44 PM
Msg. 6 of 8
Dierk,
No. I'm just saying, based on the timing of the incident report, we will have a better chance to analysis the issue, so we can determine its root cause, and at the appropriate time, implement a permanent fix. Steve Grunberg IQFeed Developer Support DTN Market Access |
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DTN_Steve_G -DTN IQFeed- Posts: 28 Joined: Oct 1, 2004
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Posted: Oct 22, 2004 01:53 PM
Msg. 7 of 8
Notice: The data from this incident have been corrected.
Steve Grunberg IQFeed Developer Support DTN Marker Access |
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Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004 |
Posted: Oct 22, 2004 02:00 PM
Msg. 8 of 8
Steve,
I see. Thanks for letting me know. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best |
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