Support Board
Date/Time: Mon, 25 Nov 2024 10:23:11 +0000
Post From: IQFeed lose data during disconnection again
| [2014-01-25 00:57:06] |
| xfighter - Posts: 36 |
|
This issue was solved two month ago. But recently, it happened again occasionally. It seems sometimes the backfill of missing data start from wrong time. I am using version 1083 and receiving tick data from IQFeed. Please check the following log: IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:01 IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:02 IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:03 IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:04 IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:05 IQ feed reports external connection is now Not Connected. | 2014-01-24 09:54:06 IQ feed reports external connection is now Connected after it was previously lost. Downloading missing historical Intraday data. | 2014-01-24 09:54:07 HD Request # 13 - Downloading Intraday chart data for SPY to the file SPY.scid. Service: dtn | 2014-01-24 09:54:07 HD Request # 13 - Download start Date-Time: 2014-01-24 09:54:06.0 | 2014-01-24 09:54:07 HD Request # 13 - Requesting Tick data beginning at 2014-01-24 09:54:06 US Eastern Time. | 2014-01-24 09:54:07 HD Request # 13 - Receiving historical Intraday Tick data for SPY | 2014-01-24 09:54:08 HD Request # 13 - Receiving Intraday data for SPY starting at 2014-01-24 09:54:06 | 2014-01-24 09:54:08 HD Request # 13 - Timestamp of first Intraday data file record written: 2014-01-24 09:54:07 | 2014-01-24 09:54:08 HD Request # 13 - Received 92 records from 2014-01-24 09:54:06 to 2014-01-24 09:54:07 (1.1 seconds) and wrote 85 records for SPY | 2014-01-24 09:54:08 HD Request # 13 - Intraday download COMPLETE for SPY | 2014-01-24 09:54:08 Real-time Intraday chart data file updates started for SPY | 2014-01-24 09:54:08 HD Request # 14 - Downloading Intraday chart data for DIA to the file DIA.scid. Service: dtn | 2014-01-24 09:54:08 HD Request # 14 - Download start Date-Time: 2014-01-24 09:54:06.0 | 2014-01-24 09:54:08 HD Request # 14 - Requesting Tick data beginning at 2014-01-24 09:54:06 US Eastern Time. | 2014-01-24 09:54:08 HD Request # 14 - Receiving historical Intraday Tick data for DIA | 2014-01-24 09:54:09 HD Request # 14 - Receiving Intraday data for DIA starting at 2014-01-24 09:54:06 | 2014-01-24 09:54:09 HD Request # 14 - Timestamp of first Intraday data file record written: 2014-01-24 09:54:08 | 2014-01-24 09:54:09 HD Request # 14 - Received 11 records from 2014-01-24 09:54:06 to 2014-01-24 09:54:08 (2.0 seconds) and wrote 4 records for DIA | 2014-01-24 09:54:09 HD Request # 14 - Intraday download COMPLETE for DIA | 2014-01-24 09:54:09 Real-time Intraday chart data file updates started for DIA | 2014-01-24 09:54:09 Clearly, the starting time should be from the time of the last tick being received, not from the last second of the disconnection. And this leads to data missing. |