Support Board
Date/Time: Wed, 15 Jan 2025 15:31:44 +0000
Post From: Data receiving incorrect time stamp (M6E vs 6E)
| [2017-08-11 17:09:51] |
| User470787 - Posts: 3 |
|
Hi SC Support, This morning I noticed that trades coming in for M6E were being given early time stamps not consistent with simultaneous 6E data that did not have this problem. In fig 1, the single M6E trade occurred at the same time as the 6E trades on the left, but was given a time stamp more than two minutes earlier. In fig 2, a second M6E trade occurred about a minute later, but was time stamped with the same incorrect value. A consequence of these errors is shown in fig 3. Top M6E, Bottom 6E, with “show empty columns” on. The indicated upper M6E trade actually occurred at the time of the lower 6E arrow. It was time stamped to an earlier period and shows up as a premature bar. I have a custom trading study that relies on the synchrony of these two instruments, so this phenomenon messes with its calculations. I have “time stamp using local time” set to false, and use 1 tick data storage unit. My data is through CQG FIX / AMP futures. Thanks in advance if you can figure out why this is happening. |
Fig 1.png