Jump to content
  • 0

Streaming - remote date of tick data not synchronised with local date


Marcipops

Question

I am using Lightstreamer to stream tick data: https://labs.ig.com/streaming-api-reference

There is an issue when receiving ticks through midnight as you can see from this data extract below.

UPDATE_TIME Publish time of last price update (UK local time, i.e. GMT or BST)
BID Bid price
OFFER Offer price

 

23:59:40 7317.9 7321.9
23:59:41 7317.7 7321.7
23:59:42 7317.4 7321.4
23:59:48 7317.1 7321.1
23:59:52 7317.4 7321.4
23:59:59 7317.2 7321.2
23:59:59 7317.1 7321.1
23:59:59 7317.2 7321.2
00:00:00 7317.1 7321.1
00:00:00 7316.7 7320.7
00:00:01 7317.2 7321.2
00:00:01 7317.1 7321.1
00:00:01 7317.2 7321.2
00:00:01 7317.1 7321.1

For each tick, I am recording the date of each tick from my local clock, so I can know the exact date time of the tick.

The data marked in amber is being labelled by my program as belonging to the same date as the data in black, when it should be labelling it belonging to the next day.  From this, it seems that like my local clock is a couple of seconds behind the ig clock.

For example tick data received with UPDATE_TIME = 00:00 is for the next day, but is being recorded as the same day by my program using current date from local clock.

I was therefore looking on labs.ig.com for a way of obtaining the date of the tick message, so I could record the ig date of the tick against its time.  But that approach would have a problem if the date changes after fetching the date and before collecting the tick.

Presume the opposite is also true, someone's local computer clock might be ahead of ig. Therefore with the extract above, incorrectly labelling the tick received at UPDATE_TIME = 23:59:40 with the date of the next day.

This could be completely resolved of course if the tick data had date as well as time.

Is there a workaround?

Many thanks

Link to comment

3 answers to this question

Recommended Posts

  • 0
20 hours ago, Marcipops said:

I am using Lightstreamer to stream tick data: https://labs.ig.com/streaming-api-reference

There is an issue when receiving ticks through midnight as you can see from this data extract below.

UPDATE_TIME Publish time of last price update (UK local time, i.e. GMT or BST)
BID Bid price
OFFER Offer price

 

23:59:40 7317.9 7321.9
23:59:41 7317.7 7321.7
23:59:42 7317.4 7321.4
23:59:48 7317.1 7321.1
23:59:52 7317.4 7321.4
23:59:59 7317.2 7321.2
23:59:59 7317.1 7321.1
23:59:59 7317.2 7321.2
00:00:00 7317.1 7321.1
00:00:00 7316.7 7320.7
00:00:01 7317.2 7321.2
00:00:01 7317.1 7321.1
00:00:01 7317.2 7321.2
00:00:01 7317.1 7321.1

For each tick, I am recording the date of each tick from my local clock, so I can know the exact date time of the tick.

The data marked in amber is being labelled by my program as belonging to the same date as the data in black, when it should be labelling it belonging to the next day.  From this, it seems that like my local clock is a couple of seconds behind the ig clock.

For example tick data received with UPDATE_TIME = 00:00 is for the next day, but is being recorded as the same day by my program using current date from local clock.

I was therefore looking on labs.ig.com for a way of obtaining the date of the tick message, so I could record the ig date of the tick against its time.  But that approach would have a problem if the date changes after fetching the date and before collecting the tick.

Presume the opposite is also true, someone's local computer clock might be ahead of ig. Therefore with the extract above, incorrectly labelling the tick received at UPDATE_TIME = 23:59:40 with the date of the next day.

This could be completely resolved of course if the tick data had date as well as time.

Is there a workaround?

Many thanks

Hi @Marcipops,

Feel free to reach out to webapisupport@ig.com for API support.

All the best - Arvin

Link to comment
  • 0

Hey ArvinIG,

No answer yet from webapisupport@ig.com

Interestingly https://www.ig.com/en/trading-platforms/trading-apis/how-to-use-ig-api says "Effective API use requires previous development or coding experience. However, we do have a team of experts ready to help you."
 

So I also tried support@ig.com.  But they said

"As we do not provide programming support for API related issues, you should follow the data timings provided by our API.
If you have any further queries, please do not hesitate to contact us. Alternatively, we've recently launched our new Help & Support site which gives you answers from our huge knowledge-base, online community, and education hub."

So ending up back here again - IG is as much help so far as a chocolate fireguard....

(I understand Pepperstone have solved this issue by including the date in their tick stream.)

Edited by Marcipops
Link to comment

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
  • image.png

  • Posts

    • Elliott Wave Analysis TradingLounge Daily Chart, 26 February 24, AAVE/ U.S. dollar(AAVEUSD) AAVEUSD Elliott Wave Technical Analysis Function: Counter Trend Mode: Corrective Structure: Zigzag Position: Wave ((B)) Direction Next higher Degrees: Wave II of Impulse Wave Cancel invalid Level: 47.34 AAVE/ U.S. dollar(AAVEUSD)Trading Strategy: Correction of wave 2 in the Zigzag pattern. Price is currently pulling back in wave B before falling again in wave C. The overall picture is still in an uptrend but is correcting to continue upward. AAVE/ U.S. dollar(AAVEUSD)Technical Indicators: The price is above the MA200 indicating an Uptrend, Wave Oscillatoris a bullish Momentum. TradingLounge Analyst: Kittiampon Somboonsod, CEWA Source : Tradinglounge.com get trial here!         Elliott Wave Analysis TradingLounge 4Hr Chart, 26 February 24, Bitcoin/ U.S. dollar(BTCUSD) AAVEUSD Elliott Wave Technical Analysis Function: Counter Trend Mode: Corrective Structure: Zigzag Position: Wave ((B)) Direction Next higher Degrees: Wave II of Impulse Wave Cancel invalid Level: 47.34 Bitcoin/ U.S. dollar(BTCUSD)Trading Strategy: Correction of wave 2 in the Zigzag pattern. Price is currently pulling back in wave B before falling again in wave C. The overall picture is still in an uptrend but is correcting to continue upward. Bitcoin/ U.S. dollar(BTCUSD)Technical Indicators: The price is above the MA200 indicating an Uptrend, Wave Oscillators a bullish Momentum.    
    • Naturally after the debut of ERC 404, it was only natural that developers would begin to take advantage of its ability to bridges the gap between fungible (ERC-20) and non-fungible (ERC-721) tokens. One such project is the Dancing Beans ($BEANS) which allows fractional ownership of hilarious meme-inspired creatures NFTs on the blockchain. About a week ago I wrote about the exponential rise of Pandora to 20,000% plus in just five days setting the bar high for competition! I also spoke about other NFT projects like CryptoPunks and Bored Ape Yacht Club but Dancing Beans brings a fresh twist with. While Focusing on fun and interactivity and community-driven approaches the Dancing Beans team is constantly listening to their fans and creating new experiences based on their feedback... For me though, the question is if Beans can follow the successful dancesteps of Pandora and make players, NFT collectors and investors dance about the figures in their wallets. With my fingers crossed, I'm inclined to hold the Beans I bought on Bitget after the recent listing and it has already gone up by 24%... What are your thoughts guys? Pandora style or nah?  
    • In this comprehensive guide, we delve into the intricate world of Elliott Wave analysis applied to the NASDAQ stock market, with a special focus on trading strategies for major tech stocks including NASDAQ 100, Apple (AAPL), Tesla (TSLA), Amazon (AMZN), Nvidia (NVDA), Microsoft (MSFT), Meta Platforms (META), Netflix (NFLX), and Alphabet (GOOGL). Our latest analysis, following the close on Friday, reveals a subdued ending that aligns perfectly with the peak of Wave i), indicating a dip in short-term momentum. This scenario sets the stage for the formation of Wave (c) of ii), marking a pivotal moment for traders to gear up for the upcoming long trade setup across the indices and specific stocks discussed in our analysis. It's important to note, however, that Apple (AAPL) may stand as an exception in this trend. Currently, we are maintaining open long positions in several stocks, with the strategic goal of further building these positions into Wave iii) and beyond. Our strategy includes adding to and adjusting our entries for Microsoft (MSFT), Nvidia (NVDA), Amazon (AMZN), and fine-tuning the entry point for Alphabet (GOOGL). The latter presents a heightened risk in the forthcoming trading session, warranting a cautious approach. This analysis not only provides insights into the expected movements based on Elliott Wave theory but also offers actionable trading strategies for investors looking to capitalize on these patterns. Stay tuned for continuous updates and strategic adjustments to maximize your trading outcomes in the dynamic NASDAQ market and its leading tech giants. Video Chapters 00:00  NASDAQ 100 (NDX) SP500, JPM 06:15  Apple (AAPL) 06:53 Amazon (AMZN) 08:19 Meta Platforms (META) 09:51 NVIDIA (NVDA) 10:29 Netflix (NFLX)  11:09 Alphabet (GOOGL) 12:33 Microsoft MSFT 14:13 Tesla (TSLA) 16:40 End Analyst Peter Mathers TradingLounge™ Australian Financial Services Licence - AFSL 317817 Source: tradinglounge.com  Join & Learn Elliott Wave from Experts Stay ahead of market movements and make informed decisions with our comprehensive analysis.    
×
×
  • Create New...
us