Posted: Jan 16, 2008 @ 11:50 AM             Msg. 1 of 3

Today at 11:45 after an hour of connection to the productin server via the API, quotes from CME (ESH8) stopped. In about15 seconds they resumed, and I was flooded with all the ticks (68,000) since 9:34 (even though I didn't request them).

Is this behaviour intended? Were you doing an "automatic backfill"?

Is this documented somewhere? It messes me up to have saved the ticks once and then receive them again involuntarily.

Thanks,

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Dale

Posted: Jan 16, 2008 @ 11:57 AM             Msg. 2 of 3

This could happen when connection is lost and API switched to backup server - all data for active subscriptions are resent.

Posted: Jan 16, 2008 @ 11:58 AM             Msg. 3 of 3

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.