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Topic: duplicate market data (5 messages, Page 1 of 1) |
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ENissan Posts: 11 Joined: Mar 07, 2014 |
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 |
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VictorV Posts: 746 Joined: May 08, 2007 |
Are you sure you didn't hook to the event twice?
Victor Vins Lead Software Developer |
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ENissan Posts: 11 Joined: Mar 07, 2014 |
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 |
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VictorV Posts: 746 Joined: May 08, 2007 |
Can you reproduce it in OEC Sample?
Victor Vins Lead Software Developer |
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ENissan Posts: 11 Joined: Mar 07, 2014 |
I resolved the issue. It was on my end. Sorry to bother you with it.
Thanks, Eric Eric Nissan |
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