FOREXConnect market data responses missing milliseconds

Moderator: Moderator

FOREXConnect market data responses missing milliseconds

Postby cdavidshaffer » Mon Jul 11, 2016 4:34 pm

I'm new to this group so please pardon me if this first post seems awkward...

I'm using Java ForexConnect 1.4.1 (universal distribution for OS/X) running under OS/X 10.10.5. The problem I'm having is reproducible using the demo in

samples/java/NonTableManagerSamples/GetHistPrices/


If I request tick data that is too close to the current time (seems like without about 8-10 minutes of the current time), the milliseconds field of the tick data timestamps are 0. Here are two examples:

It is currently 16:53. The output for a request for ticks from 16:30 to 16:49 is attached as zero-ms.txt. Note that the initial request produced ticks that have zero for their milliseconds field although the subsequent request (to obtain the rest of the data in the interval) produced "good" millisecond fields.

...a bit later, 16:59... The output for the same request is attached as better-ms.txt.

This appears to be a bug either in the API or data missing from the provider's ticks. It is problematic for developers counting on accurately timed ticked data though. Any thoughts?

Best,

David Shaffer
Attachments
zero-ms.txt
Request placed at 16:53
(39.21 KiB) Downloaded 770 times
better-ms.txt
Request placed at 16:59
(39.21 KiB) Downloaded 757 times
cdavidshaffer
 
Posts: 1
Joined: Mon Jul 11, 2016 4:07 pm

Re: FOREXConnect market data responses missing milliseconds

Postby Julia CJ » Tue Jul 12, 2016 7:52 am

Hi Cdavidshaffer,

Thank you for this information. This is really a bug, we have managed to reproduce it. We will contact server-side team.
Julia CJ
 


Return to ForexConnect API

Who is online

Users browsing this forum: No registered users and 3 guests