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PostPosted: Tue Sep 23, 2014 6:53 pm 
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Joined: Thu Sep 18, 2014 5:32 pm
Posts: 28
Hi

I would like to know how to check the timestamps of the my computers internal clock time versus exchange timestamps sent in market data from the exchange side of IQFeed.

I am doing this so I can identify when market data is stale or the exchange is having any connectivity issues.

IE I just want to scan for when
if ( abs(IQFeedmessage.exchangeSideTimestamp - OpenQuantClock.Timestamp) > criticalTimeLag )


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PostPosted: Fri Sep 26, 2014 8:16 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
Hi,

we've just released OQ2014 version that includes native IQFeed plugin supporting exchange time. You can access exchange time in tick data it using Tick.ExchangeDateTime (Tick.DateTime is local OQ time, so you can see the latency).

Regards,
Anton


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