programmer
-Interested User-
Posts: 35
Joined: Feb 3, 2010
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Posted: Aug 18, 2010 10:46 AM
Msg. 1 of 5
I'm looking at tick data on the @ES# instrument and I'm seeing all sorts of bad data. It may not be just that symbol, it's the only one I have looked at.
Some ticks have dates with bad years like 22010-MM-DD, 202010-MM-DD, 2012010-MM-DD, and 20102010-MM-DD.
I'm also seeing some ticks with an incorrect number of fields like: 2010-08-04 10:08:12,1122.50,1,519776,513811,1123.75,1124.00,11823938,0,0
That tick has an extra field that shouldn't be there (looks like the volume got duplicated or something).
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Aug 18, 2010 11:07 AM
Msg. 2 of 5
Can you give me some more information? Did this just start happening today or has it happened in the past?
What is the request you are using? If you re-request the data do you get the same data again?
Are you making multiple requests to the feed at the same time?
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programmer
-Interested User-
Posts: 35
Joined: Feb 3, 2010
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Posted: Aug 18, 2010 11:24 AM
Msg. 3 of 5
I suppose it could be a bug in the platform. It seems like mostly older dates (a week or two ago) when pulled from historical data.
I'll have to wait till the end of the day so I can pull ticks that old, then I'll try refreshing from a fresh install of the platform and see how that goes. I'm just requesting one symbol at a time. I'm not sure what request the platform uses but I can find out.
I have never seen this before so that's why I was thinking it might be the data itself but now I don't know. Edited by programmer on Aug 18, 2010 at 11:26 AM
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