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Hi

I am experiencing differences between price ticks recorded from lightstreamer, and ticks recieved from GetLastestPriceTIcks. I am finding that sometimes not all the ticks recieved from the stream during a period will be present in the data recieved when calling GetLastestPriceTIcks covering the same period.

Should these sources be identical?

regards

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Hello,

Yes they should be identical.

to help us investigate, please tell us:

  • which Market ID you were using
  • when this happened (the times of the Lightstreamer ticks)
  • also, please send me a PM of your username only

Many thanks, PM

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Hi, sorry for the late reply, life sometimes gets in the way.

The market ID for which i am experiencing this (and the only ID for which i have investigated it) is 99508 (Germany 30)

in the second between 2020-02-18 17:30:00 and 2020-02-18 17:30:01

My log reads 7 recieved messages (from the message timestamp not the computer clock at to the left, which is off by a bit) and 8 ticks from GetLatestPriceTicks

2020-02-18 17:29:59,824 Received message: <1,1||\u005C/Date(1582043400017)\u005C/|13665.8|13666.8|13666.3|13666.3|13665.0|1.0|>

2020-02-18 17:29:59,854 Received message: <1,1||\u005C/Date(1582043400044)\u005C/|13662.8|13663.8|13663.3|13666.5|13663.3|-2.0|0>

2020-02-18 17:29:59,883 Received message: <1,1||\u005C/Date(1582043400052)\u005C/|13663.8|13664.8|13664.3|||-1.0|1>

2020-02-18 17:29:59,883 Received message: <1,1||\u005C/Date(1582043400064)\u005C/|13663.0|13664.0|13663.5|||-1.7|>             #I recieved two with this same timespamp and price
2020-02-18 17:30:00,149 Received message: <1,1||\u005C/Date(1582043400064)\u005C/|13663.0|13664.0|13663.5|||-1.7|0>

2020-02-18 17:30:00,190 Received message: <1,1||\u005C/Date(1582043400384)\u005C/|13663.3|13664.3|13663.8||13662.8|-1.5|1>

2020-02-18 17:30:00,351 Received message: <1,1||\u005C/Date(1582043400544)\u005C/|13663.8|13664.8|13664.3|||-1.0|>

And the ticks i have registered with GetLatestPriceTicks during that same second

Date    Price
2020-02-18 17:30:00.017    13666.3
2020-02-18 17:30:00.034    13665.5      ###I have recieved no push message for this tick in the stream
2020-02-18 17:30:00.039    13664.5       ###I have recieved no push message for this tick in the stream
2020-02-18 17:30:00.044    13663.3
2020-02-18 17:30:00.052    13664.3
2020-02-18 17:30:00.064    13663.5
2020-02-18 17:30:00.384    13663.8
2020-02-18 17:30:00.544    13664.3

The messages also have differing number of non empty fields, how come?

 

 

 

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Hi Brutsi,

Keeping you updated that we are investigating this issue. We have 2 quick questions:

1) How often have you observed this to happen?

2) Do you have a log of which LS server you are connected to when this happens? That is, the actual name of the LS server such as "https://push-retail-02-088-01.cityindex.com/" etc.

Many thanks, PM

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Hi

Thank toy, good to know

I seem to miss between a few ticks on most 5 minute intervals, but i can see that when the number of ticks in a given interval rises, i miss more, relatively (30-50 ticks if there are ~1000 ticks/5 min, compared to missing ~3 ticks at ~500ticks/5min).

Today i was connected to https://push-retail-02-089-01.cityindex.com/ and experienced the above mentioned.

Unfortunately i cannot rule out that it is an issue on my side, a guess could be that the messages are not being queued correctly when recieved and so i miss some if they arrive in quick succesion. I will look into that.

FYI, i am using python, with lightstreamers own python client example as basis. (They published one to github).

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Hi Brutsi,

One more quick question about a detail we want to clarify. In your very first post, from what was written it appears that the Historical data from GetLastestPriceTIcks is where the data is missing. 

Quote

I am finding that sometimes not all the ticks recieved from the stream during a period will be present in the data recieved when calling GetLastestPriceTIcks covering the same period.

 

However, your second message seems to indicate that the missing data is in Lightstreamer when compared to the historical data.

Quote

My log reads 7 recieved messages (from the message timestamp not the computer clock at to the left, which is off by a bit) and 8 ticks from GetLatestPriceTicks.

 

Please confirm whether the missing ticks is from the Lightstreamer source or from the historical database via GetLatestPriceTicks. That way we can investigate the correct data source. :-)

Thank you, PM

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Im sorry, I think that I might have gotten the two mixed when i wrote the first post. Since then at least, I have only experienced recieving fewer ticks in the stream, than by the GetLatestPriceTicks call.
 

After further investigation on my own, I have concluded that any push messages recieved while the thread is busy, will be lost. So I believe my issue is that i am processing the messages as they are recieved rather than queuing them.
As I am unfortunately not doing this for a living, it might be a while until i have the time to get a proper queue implemented to confirm my suspicion (and fix possibly my issue).

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Hi Brutsi,

Thanks for the clarification - and you figured out the correct reason why too.

Lightstreamer throttles messages based on connection, so that is why you can see some missing ticks in the LS stream when compring it to the historical API data.

Kind Regards, PM

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