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Syncronizing Random Data and other Live Data Feeds

Posted By alpha23 6 Years Ago
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Posted Friday August 26 2011
I’m creating synthetic symbols (uses the random live data feed) which I use to track positions is RE during live trading. I do not need the underlying data for these synthetic symbols but I do need to execute code on certain events such as NewTick. The problem that I’m running into is that when random data and IQFeed (or another live data feed) are connected at the same time, ticks are dropped from IQFeed because the time stamps on the data is out of order. I’ve modified the IQFeed code so that the tick time stamps are based on the current computer time which synchronizes with the random data feed. However, I would much prefer the random data feed to be synchronized with IQFeed than vice versa. Is there a way to accomplish this as the random data feed does not appear as a plugin?

Thanks, Duane


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