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  • Missing realtime data

    I'm using API to link realtime and historical data to a program I'm currently developing.
    I did a data logging that records the last minute bar and compared realtime data with what I got from a historical request for the same period and the result scared me. In the realtime data, 50 to 80% of the volume was missing!
    The internet connection from here (China) is not too good. Delay time is ok, but there are a lot of packages lost in the connection to USA.

    Is it so that when requesting realtime data, the data is sent tick by tick and then processed by the desktop application into minute bars? That could explain the huge difference in the data if data is lost.

    This is a very frustrating discovery since the data is too bad to be used at all...

  • #2
    More info

    Well, just when I posted the previous question I found some answers myself at http://forum.esignalcentral.com/show...rver#post58918

    Would there be any way to get the data from the Tick Server once per minute every minute instead?
    Of course I can do a new historical request in the program every minute but I normally monitor 50 stocks so I guess it would be too much delay.

    Any more information about this would be really appreciated.

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    • #3
      Solution

      After one month of troubleshooting I finally found the problem and it has nothing to do with missing packages as I suspected.

      I'm running RocketTime to synchronize the computer clock over internet and was not aware of that Esignal also tried to do the same thing. The bad thing is that Esignals synchronization is really bad, sometimes it differs more then a minute from the actual time.
      So the computer clock was constantly changing, messing up the data collection.
      After disabling the synchronization function from data manager it works perfect.

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