DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:40:59 +0000

Post From: DTC issues with CQG

[2018-08-07 08:55:23] Link To Thread - Link To Post [Go To First Post]
User246052 - Posts: 2
Hello, I have developed a python JSON client for DTC and am using it with CQG data. It's been working great, but last week I noticed a gap of over an hour in F.US.CLEU18 (CQG): Historical data request result: Epoch TimeUTC 1532942177 2018-07-30 09:16:17+00:00 1532942177 2018-07-30 09:16:17+00:00 <-- Nothing after this timestamp for an hour and a half 1532947910 2018-07-30 10:51:50+00:00 1532947912 2018-07-30 10:51:52+00:00 These issues seem to be specific to CQG + DTC because: 1\ I ran the same request on SC Data service (symbol CLU18) and there was no gap. 2\ For symbol F.US.CLEU18, on a tick chart in Sierra Chart there is no gap. 3\ For symbol F.US.CLEU18, when I export the data via text document there is no gap. Is there something I can do to fix this? Secondly, I've noticed that frequently my DTC requests return data with unsorted epoch timestamps for CQG data. This is problematic -- if I sort this price series, the sorted data may shuffle the prices such that the price path does not follow the same path it did in real time. Version 1781 Thanks