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GetBasicQuote returning garbled quotes

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  • #16
    Hi,

    Two things;

    One, Just wanted to thanks for getting this issue resolved I was having a similar issue.

    Two, Not sure if this is related or not but I seem to be getting a way out last trade price coming through randomly during the day. For example looking at the GILT symbol "R H9-EIR" at 8:35:21 GMT I received a last traded price of 122.05, when infact the market was trading around 122.25. It doesn't show up on the charts yet it showed up on my API application. It also happens in other markets e.g FTSE "Z H9-EEI" at 09:44:52 GMT I received a last price of 3820 when the market was trading around 3800.

    Any ideas?

    Regards

    Henry

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    • #17
      We went back to the specified timeframe below and we were unable to locate the bad ticks using the Desktop API or from our tick servers.

      Is it possible if you can monitor this again and while this is happening, cross-check this with eSignal or the DataManager? If this issue is reproducible, you can contact our support line by providing them your eSignal username so that they can check the server you are connected to.

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      • #18
        Hi Anthony,

        Thanks for your help with this,
        I sent you a PM with the account details.

        I also contacted your Support line who said I'm connected to Tick Server: TICKSERV-B-02 and
        TICKSERV-H-03.

        Also, occasionally the original problem seems to come back, where we get the price for one symbol coming through for another symbol.
        It started happening at 7am GMT today on symbol ET H9-DT.

        Does this help?

        Regards

        Henry

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        • #19
          You can see the "problem" with the one sided quotes by opening a "standard chart->tick" chart. This problem affects certain futures datafeeds:

          No problem: ZC,ZS,ZW,QM,QG

          problem: ES,YG

          I used to report this problem with the datafeed, citing examples of data obtained from the eSignal datamanager using a 3rd party data collection program (QCollector). QCollector faithfully reproduced the same data that the standard tick chart showed. The first level support people ignored these reports (because all 3rd party software is obviously defective) until I could show the same problem using the eSignal desktop standard tick chart. Their resolution was to tell me to use the Advanced tick chart, which was modified to handle the one sided quote problem.

          It's been nearly a year since I reported the problem with the standard tick chart. The standard tick chart is particularly easy to configure to examine a narrow time slice that has occurred earlier in the day. Unfortunately this feature has become useless for datafeeds that have single sided quotes because the standard tick chart plots the "zero" quotes and the chart is re-scaled and shows no details.

          A minor observation is that historical tick quotes always have two sided quotes, whereas live quotes may have the one sided quotes. Is this because of "Streaming Quote Conflation Bit"?

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