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bambaleo has contributed to 3 posts out of 21175 total posts
(0.01%) in 1,619 days (0.00 posts per day).
20 Most recent posts:
Thanks for response, but time labelling is not the case.
In your example nothing changes except timestamps.
In my case volume values are completely different:
realtime: BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,
volume=964
history: 42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,
volume=1177
It doesn't look like LabelAtBeginning issue
any news?
Hello,
I've come across strange issue:
I subscribed realtime bars data using BW request via derivatives port and got:
BC,@VX#C,2019-10-22 10:29:00,16.100,16.100,16.100,16.100,13604,8,, BC,@VX#C,2019-10-22 10:30:00,16.100,16.150,16.100,16.100,13563,3,, BC,@VX#C,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13730,16,, BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,, BC,@VX#C,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,15603,637,, BC,@VX#C,2019-10-22 10:34:00,16.100,16.150,16.100,16.150,16028,338,, BC,@VX#C,2019-10-22 10:35:00,16.150,16.160,16.140,16.150,16634,577,,
then I requested bars (HIT request) using lookup port
42,2019-10-22 10:29:00,16.150,16.100,16.100,16.150,13607,11, 42,2019-10-22 10:30:00,16.150,16.100,16.100,16.100,13783,3, 42,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13950,16, 42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177, 42,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,16036,637, 42,2019-10-22 10:34:00,16.150,16.100,16.100,16.150,16461,338, 42,2019-10-22 10:35:00,16.150,16.150,16.150,16.150,17083,593,
Lookup port data has more aggregated ticks in comparison with data from derivatives port. Also If I request history ticks, I get more records than Level1 ticks. Why? Is there any way to receive the same data from Level1, Lookup and Derivatives ports?
Regards
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