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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Tick history weirdness
Author Topic: Tick history weirdness (3 messages, Page 1 of 1)

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
Posted: Jan 15, 2005 06:57 PM          Msg. 1 of 3
I am connecting to IQConnect v 2.3.0.1 using java using sockets.

For each request for tick history for any ECBOT symbol I receive one weird row whenever the settlement date changes (ie. the accumulated volume should reset to zero).

For example @USH5

2005-01-13 17:00:00,113.937500,1,278412,113.937500,113.968750
2005-01-13 20:00:00,113.906250,1,278412,114.187500,113.562500 <-------
2005-01-13 20:00:00,113.906250,6,6,113.906250,113.937500

Another example @YMH5

2005-01-13 16:59:00,10504.000000,2,100994,10504.000000,10506.000000
2005-01-13 20:15:00,10506.000000,2,100994,10515.000000,10505.000000 <-----
2005-01-13 20:15:00,10506.000000,2,2,10504.000000,10506.000000

On the other hand, GLOBEX symbols for example @ESH5 seem to be correct

2005-01-12 16:15:00,1187.750000,1,948455,1187.500000,1187.750000
2005-01-12 16:30:00,1187.750000,34,34,0.000000,0.000000

LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004
Posted: Jan 21, 2005 07:01 AM          Msg. 2 of 3
You are correct. We will look into it.
Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
Posted: Mar 25, 2005 06:11 PM          Msg. 3 of 3
Thank you.

A fix for this problem appears to have been installed around 03/14.
Edited by skunk on Mar 25, 2005 at 06:15 PM
 

 

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