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...
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...
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