Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »chronological order of ticks received?
Author Topic: chronological order of ticks received? (2 messages, Page 1 of 1)

Lav2018
-Interested User-
Posts: 10
Joined: Mar 15, 2018
Posted: Apr 19, 2018 04:34 AM          Msg. 1 of 2
Am I safe with the assumption that the messages I receive for one symbol will be in chronological order, or do I need to code for the possibility that an exchange or IQFEED may send a tick out of chronological order occasionally?

Particularly, if my requests are

S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Time
t@ES#

Will Most Recent Trade always be the most recent? Or do I need to use CPU checking its timestamp against the previous tick's timestamp?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 19, 2018 04:41 AM          Msg. 2 of 2
Good morning,

Yes, trades per symbol, should be chronological.

Tim
 

 

Time: Thu May 2, 2024 7:50 PM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003