Posted: Sep 14, 2007 @ 04:40 PM             Msg. 1 of 7

It appears that when collecting real-time data (through OnPriceTick) I get an odd tick between days. The LastDateTime for this tick is always 22:00:00 of the prior day.

For example, on the symbol FDAXU7 I recorded the following three records in sequence:
2007-09-13 19:59:53 (1 @ 7515.0)
2007-09-12 22:00:00 (53 @ 7517.0)
2007-09-14 06:01:02 (165 @ 7515.5)

And just today I got:
2007-09-14 19:59:57 (1 @ 7512.0)
2007-09-13 22:00:00 (66 @ 7519.5)

Does the API deliver anything like this? What is it? And why is it's timestamp so far off?

Posted: Sep 14, 2007 @ 04:46 PM             Msg. 2 of 7

we will research that problem and provide an update as soon as possible.

Posted: Sep 18, 2007 @ 03:22 PM             Msg. 3 of 7

It looks like I only get this for symbols in the EUR exchange.

Posted: Oct 17, 2007 @ 02:12 PM             Msg. 4 of 7

Last night I received 54 OnPriceChanged callbacks from 2007-10-17 05:30:13 UTC through 2007-10-17 06:00:00 UTC for FDAXZ7 where LastDateTime was equal to 2007-10-15 22:00:00 UTC (assuming LastDateTime is given in UTC). I was also subscribed to ESZ7, NQZ7, YMZ7, and 6EZ7, but this issue only happened on FDAXZ7.

Posted: Oct 17, 2007 @ 08:04 PM             Msg. 5 of 7

Also this evening I received the following:
A tick in OnTicksReceived with a time of 22:00:00 at 2007-10-17 20:03:23 UTC.
An OnPriceTick callback with LastDateTime equal to 2007-10-16 22:00:00 also received at 2007-10-17 20:03:23 UTC.
An OnPriceChanged callback with LastDateTime equal to 2007-10-16 22:00:00 also received at 2007-10-17 20:03:23 UTC.
And then at least four more OnPriceChanged callbacks received at different times, but still with the same LastDateTime.

And again this was all from FDAXZ7.

Posted: Oct 26, 2007 @ 02:51 PM             Msg. 6 of 7

Is this issue still being looked into?

Has anybody else seen this?

Posted: Oct 26, 2007 @ 02:57 PM             Msg. 7 of 7

we are still working with our data provider to get this resolved.
Edited by SergeK on Oct 26, 2007 at 02:57 PM