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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Data Retrieval during Level1 streaming

Author	Topic: Historical Data Retrieval during Level1 streaming (4 messages, Page 1 of 1)
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 8, 2015 11:40 AM Msg. 1 of 4 I'm looking to implement a "retrieve missing data on loss of connection" functionality. Before I went any further with debugging, I wanted to know if it was possible to simultaneously watch a Level1 stream and retrieve historical data (same account, same computer). Thanks
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jan 8, 2015 12:48 PM Msg. 2 of 4 Yes, you can make historical requests at the same time as being subscribed to level 1 data.
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 15, 2015 04:02 PM Msg. 3 of 4 Thanks for your response, Steve. I have been able to accomplish the majority of the functionality that I stated above. However, I seem to have received data out of order or duplicated. I've attached my log file. "Add to hold" messages are from Level 1 connection. "Adding history" messages are from historical socket. In summary, I find the following: -------------------- !ENDMSG! \| Line 25 "data.segment.1" (14:31:23.285 - 14:31:23.288) \| Ending Line 44 "data.segment.2" (14:31:23.289 - 14:31:47.099) \| Ending Line 460 !ENDMSG! \| Line 461 "data.segment.1" (14:31:23.285 - 14:31:23.288) \| Ending Line 478 !ENDMSG! \| Line 479 -------------------- Nothing related to the historical socket after Line 479. I've requested the messages in descending order, so I assume the "data.segment.1" ending on Line 44 is the duplicate. Any idea about the 17 duplicated transactions in "data.segment.1"? Much appreciated, Ryan File Attached: response_log.zip (downloaded 1268 times)
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 20, 2015 11:10 AM Msg. 4 of 4 I'm still not sure as to the precise answer to my issue, but it appears to involve the use of socket.ReceiveAsync method. I've switched to a synchronous method and the historical retrieval is working well. But I'm not sure if it was the async method in general, or the logic within.