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Date/Time: Sun, 22 Dec 2024 05:46:45 +0000



Dax rollover issues with IQFeed.

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[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

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