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ES-mini data diff after reload!

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  • ES-mini data diff after reload!

    A see this picture many times. After reboot and reload data in internal buffers I receive different data for ES e-mini! And in backtesting it's produce results with 20% of profit loss (if compare with results in other reload)!

    It's look like from time to time I connected to different servers with different data in storage.
    from 20030725 to current date diff found 409 !!!! differnet strings
    (I save 1 minute interval data in plain text file by my .efs script)

    For example:
    1st version:
    20030725,17:47,982.5,985,982.25,984.25,7455
    20030725,17:48,984.5,984.75,983.75,984.25,2881

    after reload:
    20030725,17:47,982.5,985,982.25,984.5,7457
    20030725,17:48,984.25,984.75,983.75,984.25,2879

    or
    20031014,21:13,1042,1042.25,1042,1042,256
    20031014,21:14,1042,1042.25,1042,1042.25,253

    after reload
    20031014,21:13,1042,1042.25,1042,1042.25,26,
    20031014,21:14,1042.25,1042.25,1042,1042.25,483

    And how I can call it ???? ......... !

  • #2
    Without looking into the exact differences after each re-fresh, small differences are explained in this FAQ. It should also be noted that differences between what is caching on your system ( starting at the point you initially load a new symbol for charting ) and what is pulled from our servers can vary as a result of your PC clock "drifting". I've read where it's possible for PC's to drift back and forth from 3 to 7 seconds in a given day. Even a 1 second difference can cause a price point to be moved from one bar to another, hence altering the open/high/low/close of any given interval.

    As the FAQ notes, we are close to synchronizing all of our tick servers to a single reference for "time" and we project that many of these subtle differences will go away. We expect that to be rolled out by the end of this month or early November.

    Hope this information helps.

    Thanks.

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    • #3
      ES-Mini data diff after reload

      Do you have a revised date for when you might be implementing the synchronised servers?

      Thanks,
      Katrina.

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      • #4
        We have already begun rolling out the new version throughout the server farm(s) and expect to be completed early next week. Once all servers have the new code, we'll turn the time synchronization on. Should be done by Friday, 12/5.

        Thanks.

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