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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Missing a Whole Day of Data?
Author Topic: Missing a Whole Day of Data? (6 messages, Page 1 of 1)

-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Dec 7, 2005 11:49 PM          Msg. 1 of 6
My charting app works perfectley fine during the day and into the the evening when requesting historical data...

But about midnight EST I lose the 2nd to last day of data...

I am using asynch sockets and the data output you see here is the data chunk returned.
I parsed out the open price and the date part for clarity..

Is it me?

days, 10
interval 15 minute
1255.00, 2005-12-08 00:45:00
1255.00, 2005-12-08 00:30:00
1254.50, 2005-12-08 00:15:00
1255.25, 2005-12-08 00:00:00
1265.25, 2005-12-07 00:00:00
1265.25, 2005-12-06 23:45:00
1265.25, 2005-12-06 23:30:00
1265.25, 2005-12-06 23:15:00
1265.25, 2005-12-06 23:00:00
1265.75, 2005-12-06 22:45:00
1265.75, 2005-12-06 22:30:00
1265.75, 2005-12-06 22:15:00
.......many more bars

-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Dec 8, 2005 12:09 AM          Msg. 2 of 6
I have checked this all the way back to the Socket Async CallBack...

And the result is the same.

It is as if the day(12/07/05) doesnt exist other than the midnight print...

2005-12-08 01:15:00,1255.25,1255.25,1255.25,1255.25,12441,62
2005-12-08 01:00:00,1255.50,1255.00,1255.00,1255.25,12379,231
2005-12-08 00:45:00,1255.25,1254.75,1255.00,1255.00,12148,104
2005-12-08 00:30:00,1255.25,1255.00,1255.00,1255.00,12044,180
2005-12-08 00:15:00,1255.25,1254.25,1254.50,1255.25,11864,425
2005-12-08 00:00:00,1255.25,1254.25,1255.25,1254.50,11439,518
2005-12-07 00:00:00,1265.25,1265.25,1265.25,1265.25,3962,15
2005-12-06 23:45:00,1265.50,1265.25,1265.25,1265.25,3947,35
2005-12-06 23:30:00,1265.50,1265.25,1265.25,1265.25,3912,14
2005-12-06 23:15:00,1265.50,1265.25,1265.25,1265.25,3898,10
2005-12-06 23:00:00,1265.50,1265.25,1265.25,1265.25,3888,119
2005-12-06 22:45:00,1265.75,1265.50,1265.75,1265.50,3769,50
2005-12-06 22:30:00,1265.75,1265.75,1265.75,1265.75,3719,6
2005-12-06 22:15:00,1266.00,1265.75,1265.75,1265.75,3713,67
2005-12-06 22:00:00,1265.75,1265.50,1265.50,1265.50,3646,56
2005-12-06 21:45:00,1265.75,1265.50,1265.75,1265.75,3590,8
2005-12-06 21:30:00,1265.75,1265.75,1265.75,1265.75,3582,45
2005-12-06 21:15:00,1266.00,1265.50,1266.00,1265.75,3537,80
2005-12-06 21:00:00,1266.00,1265.75,1266.00,1266.00,3457,26
2005-12-06 20:45:00,1266.00,1265.75,1265.75,1266.00,3431,149
2005-12-06 20:30:00,1266.00,1265.75,1265.75,1265.75,3282,50
2005-12-06 20:15:00,1266.00,1265.75,1265.75,1266.00,3232,55

-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Dec 8, 2005 06:33 PM          Msg. 3 of 6
I wonder if this had somthing to do with the rollover...

-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005

Posted: Dec 9, 2005 08:41 AM          Msg. 4 of 6
Hello Scott, Is this an issue that just happened the night in question or is it a reoccuring problem?

Is this something that is happening for all symbols or is there a specific symbol?

I was unable to get these same results you were today but it seems you do not have this issue during the day either. Is that correct?

Can you give an approximate time that it Stopped working?

Any other information you can provide will help us identifying the issue and hopefully prevent it in the future.


-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Dec 14, 2005 10:17 AM          Msg. 5 of 6

Sorry for not posting back sooner. It is did not reoccurr.

It only happened on the day of the rollover and the symbol was a wild card.

I will double check tonite...but I have not seen it since.

Notice that the missing day is the day before the roll or the Wednesday before the second Thursday...ES,NQ,YM etc

Incidentally I have noticed inconsistent behaviour using wildcard futures symbols and have since abandoned them all together.


-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.

Posted: Dec 15, 2005 11:00 AM          Msg. 6 of 6

The continuous contract (wildcard) functionality is still in BETA. We are aware of, and working to fix the issues with that functionality. Thanks!


Natalie Hannan DTN Market Access, LLC.


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