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out of order tick

Posted By xzajic2 5 Years Ago
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Posted Wednesday May 02 2012
Out of order tick. Received tick for symbol MTOR with time 1.5.2012 16:04:27 when previous tick time was 1.5.2012 19:55:00
at RightEdge.Common.FrequencyManager.ProcessTick(Symbol symbol, TickData tick)
at RightEdge.Common.Internal.SystemRunner._tickGenerator_NewTick(Object sender, NewTickEventArgs e)
at RightEdge.Common.TickGenerator.ProcessTick(NewTickEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessTick(Symbol symbol, TickData tick)
at RightEdge.Shared.SystemWrapper.ProcessTicks(Boolean moreTicksPending)
at RightEdge.Shared.SystemWrapper.ProcessTicks(Boolean moreTicksPending)
at RightEdge.Shared.TradingModuleWrapper.ProcessTicks(List`1 ticks, Boolean moreTicksPending)
at RightEdge.LiveSystemwindow.x8c3b46858f2d1101()


... is it possible to IGNORE this error in live trading (my trading system does NOT relay on ticks, I'm trading on 5 min bars). This error halts my live trading ;-(

RE BUILD 42, local data store, historical and/or data from IQFEED
Posted Wednesday May 02 2012
Were you using FilteredDailyFrequency in your system? In the current build there is a bug which can cause the "Out of order time" exceptions when you use it. This post has code for a fixed version of FilteredDailyFrequency which you can put in your project and use until the next build of RightEdge releases with this fix.

Thanks,
Daniel


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