Hi everyone,
I've recently started messing around with the Java API, specifically the?'reqTickByTickData'?method. But I noticed some unexpected behavior and would like to know why this is and if there's something I can do to resolve it.
In my program I request tick by tick data twice. Once with tickType of?'Last'?and once with a tickType of?'BidAsk'.
On their respective callback methods being called I log the time parameter of the callback.
The below lines are the logs, where 'LAST' indicates a log from the 'Last' callback method and 'BIDASK' indicates a log from the 'BidAsk' callback method.
You will notice that some of the data comes in clumps for example, the 4th line to the 10th line all indicate the exact same time. I find this likely to be inaccurate as this was ran premarket when I wouldn't expect a lot of activity occurring at the exact same time. I'm of the thinking that for whatever reason I'm getting slightly delayed data, that is pushed together with other data generated roughly around the same time. Has anyone else ran into this. would upgrading subscription help I wonder?
Thanks for any input you can offer.
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220588| BidPrice: 170.04| AskPrice: 170.08| AskSize: 300| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220588| BidPrice: 170.04| AskPrice: 170.09| AskSize: 300| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220588| BidPrice: 170.07| AskPrice: 170.09| AskSize: 2600| TickAttributeBidAsk:?
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 161| TickAttributeLast: | Exchange: ARCA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 100| TickAttributeLast: | Exchange: ARCA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 100| TickAttributeLast: | Exchange: ARCA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 100| TickAttributeLast: | Exchange: ARCA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 100| TickAttributeLast: | Exchange: ARCA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 4000| TickAttributeLast: | Exchange: FINRA| SpecialConditions: T
LAST: RequestId: 1| Ticker: AAPL| tickType: 1| Time: 1660220606| Price: 170.09| Size: 139| TickAttributeLast: | Exchange: FINRA| SpecialConditions: T
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220606| BidPrice: 170.07| AskPrice: 170.1| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220606| BidPrice: 170.08| AskPrice: 170.1| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220606| BidPrice: 170.08| AskPrice: 170.09| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220606| BidPrice: 170.07| AskPrice: 170.09| AskSize: 200| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.07| AskPrice: 170.1| AskSize: 300| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.07| AskPrice: 170.09| AskSize: 300| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.05| AskPrice: 170.09| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.07| AskPrice: 170.09| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.06| AskPrice: 170.09| AskSize: 100| TickAttributeBidAsk:?
BIDASK: RequestId: 2| Ticker: AAPL| Time: 1660220608| BidPrice: 170.05| AskPrice: 170.09| AskSize: 100| TickAttributeBidAsk:?
