bludev
-Interested User-
Posts: 16
Joined: Nov 14, 2012
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Posted: Sep 19, 2017 12:34 AM
Msg. 1 of 3
We found that two of our applications received some differences in the live tick data. Both application run on the same machine using the same IQFeed id (same protocol 5.0).
It seems like one received consolidated ticks and the other received expanded ticks. This happens only on certain data block (the rest of the data are still identical).
First application received the following data (consolidated ticks) ... Q,@ESZ17,09/18/2017,19:35:26.079,2502.75,3 Q,@ESZ17,09/18/2017,19:35:29.680,2502.5,88 Q,@ESZ17,09/18/2017,19:35:29.680,2502.25,237 Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,1 Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,1 Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,1 Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,8 Q,@ESZ17,09/18/2017,19:35:29.730,2502.5,3 Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,22 Q,@ESZ17,09/18/2017,19:35:29.730,2502.25,7 Q,@ESZ17,09/18/2017,19:35:29.830,2502.25,1 Q,@ESZ17,09/18/2017,19:35:34.881,2502.25,3 Q,@ESZ17,09/18/2017,19:35:36.583,2502.5,1 Q,@ESZ17,09/18/2017,19:35:39.931,2502.25,10 Q,@ESZ17,09/18/2017,19:35:40.231,2502.25,22 Q,@ESZ17,09/18/2017,19:35:41.783,2502.25,1 Q,@ESZ17,09/18/2017,19:35:44.883,2502.5,1 ...
Second application received the following (expanded ticks) - we have the tick id here (last field) ... Q,@ESZ17,09/18/2017,19:35:30.091,2502.75,2,3982,1842509, Q,@ESZ17,09/18/2017,19:35:30.091,2502.75,1,3983,1842509, T,20170918 19:35:31 Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,31,4014,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4015,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4016,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4017,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4018,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4019,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4020,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4021,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,4,4025,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4026,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4027,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4028,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4029,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4030,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4032,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4034,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4035,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4036,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,7,4043,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,4,4047,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4048,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4049,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4050,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,5,4055,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4058,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4059,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4061,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,2,4063,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4066,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4067,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,1,4068,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.50,3,4071,1842520, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,6,4077,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,30,4107,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4108,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,87,4195,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,24,4219,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4220,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4221,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4223,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4225,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,9,4234,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4235,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4236,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4239,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4240,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4243,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4244,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4245,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4246,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,8,4254,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4256,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4257,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,2,4259,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,3,4262,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,22,4284,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4285,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,12,4297,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,1,4298,1842521, Q,@ESZ17,09/18/2017,19:35:33.713,2502.25,10,4308,1842521, Q,@ESZ17,09/18/2017,19:35:33.727,2502.25,1,4309,1842522, Q,@ESZ17,09/18/2017,19:35:33.727,2502.25,1,4310,1842523, Q,@ESZ17,09/18/2017,19:35:33.727,2502.50,1,4311,1842531, Q,@ESZ17,09/18/2017,19:35:33.728,2502.50,8,4319,1842559, Q,@ESZ17,09/18/2017,19:35:33.728,2502.50,3,4322,1842562, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,5,4327,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,2,4329,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4330,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4333,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4334,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4335,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4338,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4341,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,3,4344,1842639, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4345,1842650, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4346,1842650, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4347,1842650, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4348,1842650, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,2,4350,1842650, Q,@ESZ17,09/18/2017,19:35:33.729,2502.25,1,4351,1842650, Q,@ESZ17,09/18/2017,19:35:33.808,2502.25,1,4352,1842706, ...
Could you take a look at this issue and let us know what happen?
Thanks
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