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Date/Time: Tue, 13 Nov 2018 04:37:50 +0000


DTC issues with CQG

Support Request:
[2018-08-07 08:55:23]
User246052 - Posts: 2
Hello,

I have developed a python JSON client for DTC and am using it with CQG data.

It's been working great, but last week I noticed a gap of over an hour in F.US.CLEU18 (CQG):

Historical data request result:

Epoch    TimeUTC
1532942177  2018-07-30 09:16:17+00:00
1532942177  2018-07-30 09:16:17+00:00 <-- Nothing after this timestamp for an hour and a half
1532947910  2018-07-30 10:51:50+00:00
1532947912  2018-07-30 10:51:52+00:00

These issues seem to be specific to CQG + DTC because:
1\ I ran the same request on SC Data service (symbol CLU18) and there was no gap.
2\ For symbol F.US.CLEU18, on a tick chart in Sierra Chart there is no gap.
3\ For symbol F.US.CLEU18, when I export the data via text document there is no gap.

Is there something I can do to fix this?

Secondly, I've noticed that frequently my DTC requests return data with unsorted epoch timestamps for CQG data. This is problematic -- if I sort this price series, the sorted data may shuffle the prices such that the price path does not follow the same path it did in real time.

Version 1781

Thanks
[2018-08-15 06:57:07]
DTC Engineering - Posts: 270
We apologize for the delay. A question like this really should have gone on the Sierra Chart Support Board here:
https://www.sierrachart.com/SupportBoard.php


Although we will just go ahead and answer it here.

It's been working great, but last week I noticed a gap of over an hour in F.US.CLEU18 (CQG):
The only reasonable explanation for this, is the data was actually missing from the chart data file in the instance of Sierra Chart you are using the DTC server in. Or there is a problem with the processing of the data on your side.

The DTC Server in Sierra Chart is the very same server that is used to serve sub instances documented here:
Https://www.sierrachart.com/index.php?page=doc/NewInstance.php

If you open a chart for that symbol in a sub instance and fully re-download the data with Edit >> Delete All Data and Download and you get all of the data without a gap, then you have a processing problem on your side. There can be little doubt about that. It would not seem to be a problem with the request itself because there is no way to filter data by time between records.

Also it is the very same server that is used to serve all of our thousands of users as well. It is a high-performance threaded server. As it is used within Sierra Chart, it does not perform any filtering.

Secondly, I've noticed that frequently my DTC requests return data with unsorted epoch timestamps for CQG data.
The timestamps will be as they are in the chart data files within Sierra Chart. So if they are out of order you can look at those through the intraday data editor. This is the data that has been received from the CQG data feed. It is not within our control. There are two different methods of time stamping for real-time data and they are explained here:
https://www.sierrachart.com/index.php?page=doc/helpdetails38.html#UsingLocalSystemClockForTimestamping
Date Time Of Last Edit: 2018-08-15 22:00:13
[2018-08-15 07:02:25]
DTC Engineering - Posts: 270
Corrections were made in the prior post.
[2018-08-16 07:12:43]
User246052 - Posts: 2
You're right. I didn't realize the second instance used a separate data store. There were gaps in the sub instance but not the main instance.

Is there a way of forcing a sub-instance to return historical query data directly from the main instance? That would remove a layer of potential data discrepancies.

Thanks

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