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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Duplicate tick Id
Author Topic: Duplicate tick Id (3 messages, Page 1 of 1)

rcardare
-Interested User-
Posts: 5
Joined: Jun 8, 2011


Posted: Nov 4, 2015 07:03 PM          Msg. 1 of 3
I am trying to look up historic tick data and curious about duplicate tick id's. What causes this?

HTT,@ESZ15,20151103 205959,20151103 210100,,,,1,$LT39,
$LT39,2015-11-03 21:00:01.032,2106.25,1,15314,2106.25,2106.50,7105687,C,43,01,
$LT39,2015-11-03 21:00:01.099,2106.25,3,15317,2106.25,2106.50,7105693,C,43,01,
$LT39,2015-11-03 21:00:01.099,2106.25,1,15318,2106.25,2106.50,7105693,C,43,01,


Thanks, Rick

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 4, 2015 10:13 PM          Msg. 2 of 3
Rick, take a look at http://forums.dtn.com/index.cfm?page=topic&topicID=4067 regarding the MDP 3 protocol changes from CME. They are now sending bundled trades which we then unbundle. Unfortunately all the trades that were bundled will have the same tickid. I hope this helps.

Jay Froscheiser
Vice President, Active Trader Products

rcardare
-Interested User-
Posts: 5
Joined: Jun 8, 2011


Posted: Nov 4, 2015 10:32 PM          Msg. 3 of 3
I read that but somehow missed that. Thank you.
 

 

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