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OEC API > Market Data > duplicate market data
Author Topic: duplicate market data
(5 messages, Page 1 of 1)
Moderators: VPfau
ENissan
Posts: 11
Joined: Mar 07, 2014


Posted: Mar 17, 2014 @ 03:01 PM             Msg. 1 of 5
When requesting historical data, the first time I make the call, the data looks good. But if I make a second request, I am getting duplicated bars: Below is the output from my program. you can see in the second request, the duplicated bars I am receiving.
I am making the request like this:
oecapi.RequestTicks(contract, begindate.ToUniversalTime(), DateTime.UtcNow);

I am cancelling the historical request before starting the 2nd one by calling:
oecapi.CancelSubscription(subscription);

is there anything else I need to be doing?

Thanks,
Eric Nissan

After the first request I see:
Symbol lookup request for ESH4 found 1 contracts
Backfilling, tickssize=4096
ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM
Backfilling, tickssize=4096
ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM
The thread '<No Name>' (0xa8c) has exited with code 0 (0x0).
Backfilling, tickssize=4096
ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM
Backfilling, tickssize=3093
ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:55:37 PM
Backfilling, tickssize=0



after the next time I request ticks, I get
Symbol lookup request for ESH4 found 1 contracts
Backfilling, tickssize=4096
ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM
Backfilling, tickssize=4096
ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM
Backfilling, tickssize=4096
ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM
Backfilling, tickssize=4096
ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM
Backfilling, tickssize=3122
ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:56:38 PM
Backfilling, tickssize=0
Backfilling, tickssize=3122
ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:56:38 PM
Backfilling, tickssize=0

Eric Nissan
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 17, 2014 @ 04:26 PM             Msg. 2 of 5
Are you sure you didn't hook to the event twice?

Victor Vins
Lead Software Developer
ENissan
Posts: 11
Joined: Mar 07, 2014


Posted: Mar 17, 2014 @ 05:36 PM             Msg. 3 of 5
I just double checked, I did not. and the odd thing is, if I request a 3rd time, it still doubles the data, but doesn't triple it.

Eric Nissan
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 17, 2014 @ 06:09 PM             Msg. 4 of 5
Can you reproduce it in OEC Sample?

Victor Vins
Lead Software Developer
ENissan
Posts: 11
Joined: Mar 07, 2014


Posted: Mar 19, 2014 @ 11:28 AM             Msg. 5 of 5
I resolved the issue. It was on my end. Sorry to bother you with it.

Thanks,
Eric

Eric Nissan