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

[Marcipops]

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

[ArvinIG]

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

[Marcipops]

Thanks Arvin

[Marcipops]

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 April 1, 2022 by Marcipops