For ForexConnect Devs
Issue:
The recent tick (snapshot) data, and the offer table time column, do not
contain date values that include milliseconds (only seconds).
Below, I've included two example responses that show the issue.
Notes:
- Most records were removed for brevity.
- Dates converted with CO2GDateUtils::OleTimeToWindowsTime
- Have only noticed on Linux x64, didn't yet check with Win/Mac.
- Effects multiple databases (session descriptor).
- Both requests were for the most recent 1000 ticks for AUD/USD.
- You will also notice that date times are not unique.
As you can see by the responses, millisecond information is only available after 7 minutes.
Issue:
The recent tick (snapshot) data, and the offer table time column, do not
contain date values that include milliseconds (only seconds).
Below, I've included two example responses that show the issue.
Notes:
- Most records were removed for brevity.
- Dates converted with CO2GDateUtils::OleTimeToWindowsTime
- Have only noticed on Linux x64, didn't yet check with Win/Mac.
- Effects multiple databases (session descriptor).
- Both requests were for the most recent 1000 ticks for AUD/USD.
- You will also notice that date times are not unique.
Code:
{"time":"2015-03-17T03:15:24.000Z","bid":0.7624,"ask":0.76265}
{"time":"2015-03-17T03:15:24.000Z","bid":0.7624,"ask":0.76263}
{"time":"2015-03-17T03:15:24.000Z","bid":0.76239,"ask":0.76263}
{"time":"2015-03-17T03:15:17.000Z","bid":0.76238,"ask":0.76263}
{"time":"2015-03-17T03:15:17.000Z","bid":0.76238,"ask":0.76262}
// scrubbed
{"time":"2015-03-17T03:07:39.000Z","bid":0.76296,"ask":0.7632}
{"time":"2015-03-17T03:07:38.865Z","bid":0.76295,"ask":0.76318}
// scrubbed
{"time":"2015-03-17T03:03:54.722Z","bid":0.76263,"ask":0.76287}
{"time":"2015-03-17T03:03:54.716Z","bid":0.76263,"ask":0.76288}
{"time":"2015-03-17T03:03:53.998Z","bid":0.76264,"ask":0.76288}
{"time":"2015-03-17T03:03:53.964Z","bid":0.76263,"ask":0.76288}
{"time":"2015-03-17T03:03:53.820Z","bid":0.76264,"ask":0.76288}Code:
{"time":"2015-03-17T03:14:16.000Z","bid":0.76237,"ask":0.76262}
{"time":"2015-03-17T03:14:10.000Z","bid":0.76237,"ask":0.76263}
{"time":"2015-03-17T03:14:07.000Z","bid":0.76237,"ask":0.76262}
{"time":"2015-03-17T03:14:07.000Z","bid":0.76236,"ask":0.76262}
{"time":"2015-03-17T03:14:07.000Z","bid":0.76236,"ask":0.76261}
// scrubbed
{"time":"2015-03-17T03:07:10.000Z","bid":0.76277,"ask":0.76301}
{"time":"2015-03-17T03:06:56.315Z","bid":0.76276,"ask":0.76301}
// scrubbed
{"time":"2015-03-17T03:03:47.379Z","bid":0.76255,"ask":0.76278}
{"time":"2015-03-17T03:03:42.198Z","bid":0.76254,"ask":0.76278}
{"time":"2015-03-17T03:03:42.196Z","bid":0.76254,"ask":0.76277}
{"time":"2015-03-17T03:03:42.132Z","bid":0.76254,"ask":0.76278}
{"time":"2015-03-17T03:03:42.064Z","bid":0.76254,"ask":0.76277}As you can see by the responses, millisecond information is only available after 7 minutes.
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