Here is the lost data timestamps when collected via timesales desktop apis for QQQ ( and many other symbols ) This lost data is also there in esignal software TimeSale window.
9/1/2004 10:06:05 AM 34.21 1 AMEX 1 32
9/1/2004 10:28:27 AM 34.19 300 BSE 4 8
See the jump in time interval. This was found realtime as well as later historical data retrieval.
9/1/2004 10:06:05 AM 34.21 1 AMEX 1 32
9/1/2004 10:28:27 AM 34.19 300 BSE 4 8
See the jump in time interval. This was found realtime as well as later historical data retrieval.
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