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»Forums Index »Product Support »Data and Content Support »out of order on different futures markets
Author Topic: out of order on different futures markets (3 messages, Page 1 of 1)

wwwingman
-Interested User-
Posts: 2
Joined: Sep 16, 2019


Posted: Sep 16, 2019 11:01 AM          Msg. 1 of 3
I have frequent out of order timestamps problems since the end of july on multiple markets. mainly on futures.
They happen on 3 different machines / locations / networks.
I am very careful on the setting of the time zone and the date/time synching.
Out of order timestamps can happen on some occasion, for exemple rollover days, but what is happening recently is making my platform unsuable with IQFeed, after few years where everything was ok.
Please advise.

More details :

The out of order timestamp I encounter happens on a daily basis at specific hours.
It happens on multiple markets, but not necesserily the same markets.
For ex, in happens on @ES# almost everyday, and on QCL# / @NQ# / @JY# here and there.

The problem : A certain point of the day we get timestamps "from the future". After that, it goes back to normal.
It looks like this :
T : Timestamp DateA:TimeX
T+1 : Timestamp DateB:TimeX
T+2 : Timestamp DateA:TimeY
DateB is greater (newer) than DateA.
TimeY is greater (newer) than TimeX.

For ex, on 5 mn bars, on september 15 you get around 19:00 to 19:05 timestamps like this:
T-1. Timestamp september 15 18:55 ...
T. Timestamp september 16 19:00 ...
T+1. Timestamp september 15 19:00 ...
T+2. Timestamp september 15 19:05 ...
The out of order occurs because the datetime of T+1 is an "older timestamp" than T.
As far as I understand timestamp T is an error.

Last thing : The errors occurs mainly on 19:00 and 17:00 (CET).

Please advise.

DTN_Stephen
-DTN Evangelist-
Posts: 198
Joined: Aug 22, 2014


Posted: Sep 16, 2019 03:01 PM          Msg. 2 of 3
Please contact us via email at support@iqfeed.net with your login details; you can also contact us at 800-779-7299 or chat www.iqfeed.net and the technical support chat will be on the left hand side.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

wwwingman
-Interested User-
Posts: 2
Joined: Sep 16, 2019


Posted: Yesterday @ 05:36 AM          Msg. 3 of 3
Thank you Stephen.

I will do that soon.

If of any interest, or if you want/need to answer, I have started the subject on the platform I use, SierraChart.
The topic is here : https://www.sierrachart.com/SupportBoard.php?ThreadID=45223

-- W.
 

 

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