Old ticks keeps comming in!!

[aleitloff]

In my application I use ticks coming in from the api and ex. with the S&P 500 future (SP Z4) there is a problem. When I use the ticks from the electronical trading the api keeps firering the same tick several times even when it only have be traded once at that price. This don´t hapen in the afternoon when the contract is traded on the floor.

This is an ex. from my file:

15:14:50 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:50 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:50 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:51 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:51 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:51 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:53 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:53 Price update received for SP Z4 = 1108.2
22/10/2004 15:14:54 Price update received for SP Z4 = 1108.3
22/10/2004 15:14:54 Price update received for SP Z4 = 1108.3
22/10/2004 15:14:55 Price update received for SP Z4 = 1108.3
22/10/2004 15:14:58 Price update received for SP Z4 = 1108.3
22/10/2004 15:14:58 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:03 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:04 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:12 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:19 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:19 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:32 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:33 Price update received for SP Z4 = 1108.3
22/10/2004 15:15:42 Price update received for SP Z4 = 1108.3
22/10/2004 15:19:23 Price update received for SP Z4 = 1108.3
22/10/2004 15:30:02 Price update received for SP Z4 = 1107.5
22/10/2004 15:30:05 Price update received for SP Z4 = 1107.7
22/10/2004 15:30:11 Price update received for SP Z4 = 1107.5
22/10/2004 15:30:12 Price update received for SP Z4 = 1107.7
22/10/2004 15:30:13 Price update received for SP Z4 = 1107.8
22/10/2004 15:30:17 Price update received for SP Z4 = 1108
22/10/2004 15:30:25 Price update received for SP Z4 = 1107.8
22/10/2004 15:30:25 Price update received for SP Z4 = 1107.7
22/10/2004 15:30:38 Price update received for SP Z4 = 1107.8
22/10/2004 15:30:41 Price update received for SP Z4 = 1107.7
22/10/2004 15:30:50 Price update received for SP Z4 = 1107.6
22/10/2004 15:30:52 Price update received for SP Z4 = 1107.7
22/10/2004 15:30:58 Price update received for SP Z4 = 1107.7
22/10/2004 15:31:01 Price update received for SP Z4 = 1107.5
22/10/2004 15:31:03 Price update received for SP Z4 = 1107.6

And this from Esignal times and sales:

22/10/2004 15:14:51 SP Z4 = 1108.2
22/10/2004 15:14:51 SP Z4 = 1108.2
22/10/2004 15:14:53 SP Z4 = 1108.2
22/10/2004 15:14:53 SP Z4 = 1108.2
22/10/2004 15:14:54 SP Z4 = 1108.3

As you see I got many more ticks from the API as there really have been traded - what can I do to change this???.

Best regards - Annelise

[GenSpoo]

If I had to guess, I would say that you aren't filtering out bid/ask changes (i.e. quotes), but are printing them in your list. If you only want trades, set the filter.bQuotes to 0 (zero).

Cheers... George