Hi,
Mij tws chart showed the same behavior, but the api kept delivering
the correct price and volume data. But in the api, I use tickString
for price and volume, so that may be the difference between what's
shown in the tws chart versus the api data I collected.
Regards,
Raoul
On 12-08-2021 22:31, J¨¹rgen Reinold via
groups.io wrote:
toggle quoted message
Show quoted text
So here is a new one for me. Did anyone else experience
TickByTick data outage during the night?
- Between 03:26 and 06:26, no TickByTick values were delivered
for the instruments we monitor. (Chicago Time)
- But all other level I and level II market data did arrive
timely.
- Also, TWS charts show a gap for that time frame. See below
ES, VX, YM, and ZN.
All evidence indicates that trading took place normally and,
for example, "Volume" and "RtTradeVolume" market data ticks
agree that just over 24,000 ESU1 contracts traded during that
time frame.
I cannot find any error messages or warnings, no TWS
disconnects, no Market Data Farm warnings, ...
The exact time frame was [1628756782601, 1628767570816] just
shy of exactly 3hrs
- Thursday, August 12, 2021 3:26:22.601 AM GMT-05:00 DST
- Thursday, August 12, 2021 6:26:10.816 AM GMT-05:00 DST
