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Viewing User Profile for: bambaleo
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Joined: Oct 23, 2019 01:24 AM
Last Post: Dec 3, 2019 11:33 AM
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bambaleo has contributed to 3 posts out of 19631 total posts (0.02%) in 255 days (0.01 posts per day).

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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:

BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,


42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,


It doesn't look like LabelAtBeginning issue

any news?


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?


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