skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Jan 15, 2005 06:57 PM
Msg. 1 of 3
I am connecting to IQConnect v 2.3.0.1 using java using sockets.
For each request for tick history for any ECBOT symbol I receive one weird row whenever the settlement date changes (ie. the accumulated volume should reset to zero).
For example @USH5
2005-01-13 17:00:00,113.937500,1,278412,113.937500,113.968750 2005-01-13 20:00:00,113.906250,1,278412,114.187500,113.562500 <------- 2005-01-13 20:00:00,113.906250,6,6,113.906250,113.937500
Another example @YMH5
2005-01-13 16:59:00,10504.000000,2,100994,10504.000000,10506.000000 2005-01-13 20:15:00,10506.000000,2,100994,10515.000000,10505.000000 <----- 2005-01-13 20:15:00,10506.000000,2,2,10504.000000,10506.000000
On the other hand, GLOBEX symbols for example @ESH5 seem to be correct
2005-01-12 16:15:00,1187.750000,1,948455,1187.500000,1187.750000 2005-01-12 16:30:00,1187.750000,34,34,0.000000,0.000000
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