Support Board
Date/Time: Sun, 22 Dec 2024 05:46:45 +0000
Dax rollover issues with IQFeed.
View Count: 937
[2015-03-23 14:32:10] |
corbeste - Posts: 74 |
Hi, I'm having huge issues with the continuous contract XG#C via IQFeed. Since roll-over I am unable to download tick data. I can see why: HD Request # 110 | Historical error filtered for XG#C, Prior High = 29.000000, Prior Low = 11954.000000, High = 11955.000000, Low = 11954.000000, Time Difference = 34 seconds, Percentage = 200.679946%. | 2015-03-23 09:18:19 * There are a large number of similar messages in the log. Setting the tick data to 0 in Data Feed Settings solves the problem so I know its just tick data that causes the issue. I spoke to DTN and they assured me there was no issue with the Dax tick data so I am asking here. It occurred last roll-over as well - from what I remember, the continuous contract was broken for at least a few days. After a while I re-downloaded the data and it worked fine. |
[2015-03-23 17:39:27] |
Sierra Chart Engineering - Posts: 104368 |
There is no doubt there are data errors from IQ Feed. There is no other possibility. We get the same error report: HD Request # 9 | Historical error filtered for XG#C, Prior High = 29.000000, Prior Low = 11954.000000, High = 11955.500000, Low = 11954.000000, Time Difference = 1 seconds, Percentage = 200.019932%. | 2015-03-23 13:37:48 * So can see that data with values of 29 are being sent. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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