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»Forums Index »IQFeed Developer »IQFeed Developer Support »Delayed Data On CLM
Author Topic: Delayed Data On CLM (11 messages, Page 1 of 1)

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 10, 2018 04:54 PM          Msg. 1 of 11
Today I had some trouble closing out positions. Up on examining what went wrong, it appears CLM data was delayed. I have attached the downloaded tick data from today and what I recorded live...quite a lag.



File Attached: downloaded.png (downloaded 121 times)

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 10, 2018 04:56 PM          Msg. 2 of 11
...and here is the recorded data, notice how the peak at 12 is already behind.
I checked other higher volume contracts I was trading and they were all fine.
This is making me nervous...



File Attached: recorded.png (downloaded 124 times)

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 12:58 PM          Msg. 3 of 11
A response would be appreciated.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 11, 2018 01:03 PM          Msg. 4 of 11
Sorry Craig, I read it and got side tracked and lost track of it. We don't have any way for only some of the symbols to become delayed. All outgoing data is placed on the same stack for broadcast to your client and is sent in a single thread. Did you happen to check the clientstats for this at the time or do you have your IQFeed log from when it happened?

Tim

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 01:24 PM          Msg. 5 of 11
Do you mean this file?

I also queue all the data on the same stack, and track the timestamps.



File Attached: IQConnectLog11.txt (downloaded 118 times)

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 01:49 PM          Msg. 6 of 11
It looks as if the same thing is happening today...am I missing something?



File Attached: ss.png (downloaded 113 times)

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 02:04 PM          Msg. 7 of 11
Yahoo seems to indicate a last trade time of approx 3, the snap quote still shows 14:49 for bid/ask time.

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 02:38 PM          Msg. 8 of 11
Are you guys looking at this? It seems precisely 15 minutes behind.
Edited by Craig on Oct 11, 2018 at 02:38 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 11, 2018 02:39 PM          Msg. 9 of 11
Craig,

That is listed as a NYSE_AMERICAN (formerly NYSE_AMEX) symbol and I don't see that as something that you are subscribed to currently for real time data. It looks like you just have the real time data on Nasdaq and NYSE only. I don't see any recent changes on your account, but if something sounds amiss with that just let me know and we can try to figure it out. Is this a new symbol that you recently started watching?

Tim

Craig
-DTN Evangelist-
Posts: 231
Joined: Apr 16, 2010


Posted: Oct 11, 2018 02:41 PM          Msg. 10 of 11
Ah, that will be it, that's what I started thinking when I noticed the 15 minute thing.
I'll check my subscriptions.

Edit: My bad. I'm just glad it was something obvious :)
Edited by Craig on Oct 11, 2018 at 02:46 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 11, 2018 02:43 PM          Msg. 11 of 11
Yeah, sorry I missed it earlier. There is a delay field that is sent that can be seen in IQSnapQuote. If that field is anything other than 0 there is an exchange permission delay in effect.

Tim
 

 

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