Posted: Dec 19, 2007 @ 01:31 PM             Msg. 1 of 5

On our data collection servers we appear to be sporadically getting historical tick data in the middle of our subscriptions without making any requests.

For example, look at this chart of ESH8 from today:
http://images.sierrachart.com/upload_2/1198086227_4_UploadImage.png

At 17:12 it looks like we got about 5000 ticks that may have gone back to about 16:50.
At 17:19 it looks like we got about 6000 ticks that may have gone back to about 16:51.
At 17:35 it looks like we got about 9000 ticks that may have gone back to about 16:58.

These spiked bars show up as one large bar because we're using the local clock to to timestamp real-time ticks, as we are expecting real-time ticks rather than historical ticks.

I saw this happen in real-time on that very chart, and I know that no historical requests or subscription requests were made at or around that time.

What's also strange is that I ran the same program and connected to the same server (sim) from a different computer, but did not see the same problem. Here is a screenshot of the chart that should have been receiving the exact same data (but this one looks correct):
http://images.sierrachart.com/upload_2/1198086645_30_UploadImage.png

We need to have this problem solved as soon as possible because it is causing us and our users a lot of problems.

One other note, in case it helps:
On the computer that's receiving the unexpected data, we are running three instances of the same program on the same computer. On the computer that received data correctly, I was only running one instance. Every instance was logged in using a different account.

Posted: Dec 19, 2007 @ 01:36 PM             Msg. 2 of 5

I described this as receiving unexpected historical ticks, but I do not know for sure if the ticks are actually historical ticks for the symbol. All I know is that I am getting a lot of ticks at once with a wide range of values that vaguely match the range of prior bars.

Posted: Dec 19, 2007 @ 01:46 PM             Msg. 3 of 5

they probably were historical ticks when connection was suddently dropped and then restored - in this case historical requests are reexecuted. However, it is strange that your other computer did not lose connection - were they in the same network and connected to same server?

Unfortunately, there is no indication of price connection loss in the API.

You can either use subscription with future start date to subscribe only oncoming ticks (and probably request historical ticks in a separate subscription), or check the received ticks timestamps to tell whether you already received those.

Posted: Dec 19, 2007 @ 02:09 PM             Msg. 4 of 5

From what you're describing, I'm assuming that if your API loses it's connection to the server, it attempts to re-establish the connection itself without giving our program any indication of a problem.

The two computers were on completely different networks, but connected to the same server. The computer that's experiencing this problem is a dedicated server at a hosting company with a high speed, reliable internet connection. There should be no connection issues there. However, you can see from the chart that we're experiencing this problem multiple times within just an hour.

Posted: Dec 19, 2007 @ 02:25 PM             Msg. 5 of 5

Also the range of the ticks that we receive do not seem to correspond to the last time we connected and subscribed, because that was several hours ago, and that includes a much larger range of prices.